+301.7%
ELF vs PEGA
+97.3%
+204.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.2% | +2.7% | +3.6% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | +9.1% | -4.1% | +13.2% | +10.2% |
| 3M | +28.2% | -2.8% | +31.0% | +28.7% |
| 6M | +119.5% | -0.4% | +120.0% | +116.2% |
| YTD | +55.2% | -45.4% | +100.5% | +78.4% |
| 1Y | +58.6% | -42.6% | +101.2% | +79.3% |
| 3Y | +21.3% | +45.4% | -24.1% | -2.7% |
| 5Y | +276.2% | -44.6% | +320.8% | +300.9% |
| All | +301.7% | +97.3% | +204.4% | +215.8% |
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