+2,566.8%
ELV vs PEGA
+3,521.7%
-954.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -1.1% | -8.6% | +7.6% | 0.0% |
| 30D | +1.8% | -10.1% | +11.8% | +3.0% |
| 3M | +10.5% | -4.7% | +15.2% | +10.9% |
| 6M | +13.5% | -8.0% | +21.4% | +13.8% |
| YTD | +24.3% | -47.1% | +71.5% | +32.5% |
| 1Y | +38.9% | -47.5% | +86.4% | +48.0% |
| 3Y | -1.5% | +40.2% | -41.7% | -11.2% |
| 5Y | +7.3% | -45.7% | +53.0% | +6.5% |
| 10Y | +268.7% | +85.1% | +183.7% | +207.1% |
| All | +2,566.8% | +3,521.7% | -954.9% | +1,521.8% |
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 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