+42.0%
ESI vs PEGA
-37.5%
+79.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.7% | +0.5% |
| 7D | +5.4% | -2.4% | +7.8% | +5.3% |
| 30D | -4.2% | +9.6% | -13.8% | -4.1% |
| 3M | -9.6% | +2.3% | -11.9% | -8.2% |
| 6M | +18.3% | -23.9% | +42.2% | +23.9% |
| YTD | +45.8% | -39.8% | +85.6% | +55.9% |
| All | +42.0% | -37.5% | +79.5% | +49.1% |
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