+24.9%
ESI vs PEGA
-44.4%
+69.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.7% | -4.6% |
| 7D | -6.6% | -2.9% | -3.7% | -6.7% |
| 30D | -10.9% | -0.5% | -10.4% | -10.9% |
| 3M | -13.8% | +8.5% | -22.3% | -13.7% |
| 6M | -21.5% | -6.3% | -15.3% | -19.7% |
| YTD | +34.7% | -42.2% | +76.9% | +48.0% |
| 1Y | +24.9% | -43.4% | +68.3% | +43.1% |
| All | +24.9% | -44.4% | +69.3% | +43.1% |
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 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