+195.2%
ESI vs PEGA
+237.7%
-42.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.0% |
| 7D | -6.6% | -8.2% | +1.6% | -4.5% |
| 30D | -9.8% | -11.6% | +1.7% | -7.3% |
| 3M | -11.9% | -4.2% | -7.8% | -12.1% |
| 6M | -25.1% | -12.0% | -13.1% | -24.8% |
| YTD | +31.9% | -46.9% | +78.8% | +50.8% |
| 1Y | +19.2% | -47.0% | +66.2% | +36.2% |
| 3Y | +76.2% | +40.9% | +35.3% | +35.0% |
| 5Y | +39.4% | -45.4% | +84.8% | +40.4% |
| 10Y | +304.9% | +95.9% | +209.0% | +149.4% |
| All | +195.2% | +237.7% | -42.5% | +62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling