-28.8%
ESI vs PEGA
-12.0%
-16.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.5% | +5.4% | +0.9% |
| 7D | -8.5% | -4.5% | -4.0% | -9.7% |
| 30D | -15.7% | -5.7% | -10.0% | -16.9% |
| 3M | -18.2% | +2.7% | -20.9% | -17.2% |
| 6M | -28.8% | -10.5% | -18.3% | -27.5% |
| All | -28.8% | -12.0% | -16.8% | -27.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling