-31.5%
ELAN vs PEGA
-47.2%
+15.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.0% | -4.9% | -3.3% |
| 7D | -6.4% | -5.3% | -1.1% | -5.3% |
| 30D | +0.6% | +8.3% | -7.7% | -1.3% |
| 3M | 0.0% | +8.9% | -9.0% | -2.7% |
| 6M | -3.4% | -19.7% | +16.3% | 0.0% |
| YTD | +1.0% | -39.9% | +40.9% | +10.6% |
| 1Y | +24.7% | -36.4% | +61.1% | +33.8% |
| 3Y | +97.2% | +52.8% | +44.4% | +56.4% |
| 5Y | -31.5% | -45.7% | +14.1% | -37.5% |
| All | -31.5% | -47.2% | +15.6% | -37.5% |
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