-66.8%
EL vs PEGA
-46.5%
-20.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +3.9% | +3.2% |
| 7D | +0.8% | +3.3% | -2.5% | +0.1% |
| 30D | +19.8% | +17.7% | +2.1% | +15.6% |
| 3M | +25.7% | +5.8% | +19.9% | +23.3% |
| 6M | +5.4% | -20.3% | +25.7% | +9.5% |
| YTD | +0.2% | -37.1% | +37.4% | +8.7% |
| 1Y | +20.4% | -30.2% | +50.6% | +26.9% |
| 3Y | -32.1% | +48.1% | -80.2% | -43.3% |
| All | -66.8% | -46.5% | -20.3% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling