+357.2%
ELF vs PEGA
+92.7%
+264.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.1% |
| 7D | +6.3% | -8.2% | +14.5% | +8.7% |
| 30D | +8.5% | -11.6% | +20.1% | +12.1% |
| 3M | +24.4% | -4.2% | +28.6% | +25.3% |
| 6M | +94.7% | -12.0% | +106.7% | +98.8% |
| YTD | +55.9% | -46.9% | +102.8% | +80.7% |
| 1Y | +48.4% | -47.0% | +95.4% | +71.8% |
| 3Y | +24.6% | +40.9% | -16.2% | +0.9% |
| 5Y | +285.0% | -45.4% | +330.4% | +311.4% |
| 10Y | +357.2% | +95.9% | +261.3% | +249.8% |
| All | +357.2% | +92.7% | +264.5% | +249.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling