-57.3%
EOSE vs PEGA
-37.4%
-19.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -4.2% | +15.0% | +12.6% |
| 7D | +41.4% | -2.4% | +43.8% | +42.7% |
| 30D | +3.6% | +9.6% | -6.0% | -1.1% |
| 3M | -35.7% | +2.3% | -38.1% | -38.1% |
| 6M | -29.9% | -23.9% | -6.0% | -23.4% |
| YTD | -62.5% | -39.8% | -22.7% | -55.5% |
| 1Y | -37.4% | -37.4% | 0.0% | -27.7% |
| 3Y | +55.8% | +53.1% | +2.7% | +0.1% |
| 5Y | -67.8% | -47.2% | -20.6% | -57.4% |
| All | -57.3% | -37.4% | -19.9% | -47.2% |
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