+338.3%
ELF vs PEGA
+129.1%
+209.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.5% | +9.2% | +6.7% |
| 7D | +4.0% | -4.5% | +8.5% | +5.2% |
| 30D | +10.6% | -5.7% | +16.3% | +12.2% |
| 3M | +25.8% | +2.6% | +23.2% | +24.4% |
| 6M | +89.1% | -10.6% | +99.7% | +92.3% |
| YTD | +52.7% | -45.5% | +98.2% | +75.5% |
| 1Y | +51.7% | -44.8% | +96.5% | +73.4% |
| 3Y | +14.2% | +45.5% | -31.3% | -7.9% |
| 5Y | +270.7% | -45.3% | +316.0% | +295.0% |
| 10Y | +341.9% | +102.4% | +239.6% | +265.5% |
| All | +338.3% | +129.1% | +209.2% | +260.6% |
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 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