+33.5%
ELV vs PEGA
-44.6%
+78.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.3% | -0.1% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | +0.4% | -4.1% | +4.5% | +0.5% |
| 3M | +8.4% | -2.8% | +11.2% | +8.6% |
| 6M | +8.4% | -0.4% | +8.9% | +8.8% |
| YTD | +24.4% | -45.4% | +69.8% | +25.5% |
| 1Y | +33.5% | -42.6% | +76.1% | +34.1% |
| All | +33.5% | -44.6% | +78.1% | +34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling