+313.8%
ELF vs PEGA
+164.2%
+149.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.4% |
| 7D | +5.4% | +3.3% | +2.1% | +4.4% |
| 30D | +27.0% | +17.7% | +9.2% | +21.2% |
| 3M | +113.2% | +5.8% | +107.4% | +108.0% |
| 6M | +36.6% | -20.3% | +56.8% | +43.4% |
| YTD | +44.2% | -37.1% | +81.4% | +59.8% |
| 1Y | -18.0% | -30.2% | +12.2% | -12.4% |
| 3Y | -19.9% | +48.1% | -68.0% | -35.4% |
| 5Y | +257.7% | -46.8% | +304.5% | +291.2% |
| All | +313.8% | +164.2% | +149.7% | +228.3% |
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