+318.5%
ESI vs PEGA
+97.3%
+221.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.0% |
| 7D | +5.5% | +0.1% | +5.4% | +5.4% |
| 30D | -7.8% | -4.1% | -3.6% | -7.2% |
| 3M | -15.0% | -2.8% | -12.2% | -15.3% |
| 6M | -24.9% | -0.4% | -24.5% | -27.1% |
| YTD | +33.2% | -45.4% | +78.6% | +51.3% |
| 1Y | +24.9% | -42.6% | +67.6% | +39.6% |
| 3Y | +77.8% | +45.4% | +32.3% | +33.6% |
| 5Y | +37.1% | -44.6% | +81.7% | +41.9% |
| All | +318.5% | +97.3% | +221.2% | +138.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling