+75.8%
ESI vs PEGA
-48.2%
+124.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-09 to 2026-09-09.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.8% |
| 7D | +3.9% | -6.1% | +10.1% | +5.1% |
| 30D | -3.8% | +6.4% | -10.2% | -5.0% |
| 3M | -13.1% | +2.9% | -16.0% | -14.4% |
| 6M | +11.3% | -23.8% | +35.2% | +16.0% |
| YTD | +44.1% | -41.1% | +85.2% | +57.1% |
| 1Y | +40.3% | -38.2% | +78.6% | +50.7% |
| 3Y | +84.1% | +49.8% | +34.2% | +52.6% |
| 5Y | +75.8% | -48.0% | +123.8% | +85.7% |
| All | +75.8% | -48.2% | +124.0% | +85.7% |
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 2021-09-09 to 2026-09-09: 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…
2021-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling