+96.7%
ELAN vs PEGA
+54.2%
+42.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.2% |
| 7D | -5.4% | -3.0% | -2.4% | -5.0% |
| 30D | +4.7% | +15.9% | -11.2% | +2.5% |
| 3M | -3.7% | +10.8% | -14.5% | -5.5% |
| 6M | -1.2% | -16.5% | +15.3% | +0.7% |
| YTD | +2.4% | -39.0% | +41.4% | +8.8% |
| 1Y | +23.4% | -37.3% | +60.6% | +29.9% |
| 3Y | +96.7% | +59.2% | +37.5% | +57.4% |
| All | +96.7% | +54.2% | +42.5% | +57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling