-44.7%
EOSE vs PEGA
-37.0%
-7.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.0% | -5.8% | -4.1% |
| 7D | +14.0% | -5.3% | +19.3% | +14.6% |
| 30D | -5.9% | +8.3% | -14.2% | -6.9% |
| 3M | -34.3% | +8.9% | -43.2% | -34.9% |
| 6M | -37.8% | -19.7% | -18.0% | -34.1% |
| YTD | -65.2% | -39.9% | -25.3% | -60.4% |
| All | -44.7% | -37.0% | -7.8% | -35.6% |
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 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