-33.4%
ELAN vs PEGA
+12.9%
-46.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +2.0% | -1.1% |
| 7D | +0.3% | -2.4% | +2.7% | +0.9% |
| 30D | +8.4% | +9.6% | -1.3% | +5.7% |
| 3M | +1.2% | +2.3% | -1.1% | -0.4% |
| 6M | +2.6% | -23.9% | +26.5% | +8.3% |
| YTD | +5.9% | -39.8% | +45.7% | +17.7% |
| 1Y | +25.8% | -37.4% | +63.2% | +37.2% |
| 3Y | +106.8% | +53.1% | +53.7% | +58.1% |
| 5Y | -29.3% | -47.2% | +18.0% | -26.8% |
| All | -33.4% | +12.9% | -46.3% | -51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling