+51.5%
EOSE vs PEGA
+49.1%
+2.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.3% | -2.9% |
| 7D | +15.0% | -6.1% | +21.1% | +16.8% |
| 30D | +2.5% | +6.4% | -3.9% | +0.3% |
| 3M | -33.7% | +2.9% | -36.6% | -35.2% |
| 6M | -32.7% | -23.8% | -8.9% | -28.1% |
| YTD | -63.8% | -41.1% | -22.7% | -58.5% |
| 1Y | -40.5% | -38.2% | -2.3% | -33.2% |
| All | +51.5% | +49.1% | +2.4% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling