+14.2%
ELF vs PEGA
+43.4%
-29.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.5% | +9.2% | +6.5% |
| 7D | +4.0% | -4.5% | +8.5% | +5.0% |
| 30D | +10.6% | -5.7% | +16.3% | +12.0% |
| 3M | +25.8% | +2.6% | +23.2% | +24.8% |
| 6M | +89.1% | -10.6% | +99.7% | +91.7% |
| YTD | +52.7% | -45.5% | +98.2% | +71.2% |
| 1Y | +51.7% | -44.8% | +96.5% | +69.4% |
| 3Y | +14.2% | +45.5% | -31.3% | -3.6% |
| All | +14.2% | +43.4% | -29.2% | -3.6% |
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