-61.5%
EOSE vs PEGA
-34.6%
-26.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.0% | +11.8% | +11.3% |
| 7D | +19.0% | +3.3% | +15.7% | +17.4% |
| 30D | +1.6% | +17.7% | -16.2% | -5.8% |
| 3M | -52.0% | +5.8% | -57.8% | -54.3% |
| 6M | -42.5% | -20.3% | -22.3% | -38.4% |
| YTD | -66.1% | -37.1% | -29.0% | -60.5% |
| 1Y | -47.1% | -30.2% | -16.9% | -42.0% |
| 3Y | +0.8% | +48.1% | -47.3% | -33.1% |
| 5Y | -71.7% | -46.8% | -24.9% | -62.0% |
| All | -61.5% | -34.6% | -26.8% | -53.1% |
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 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