+182.6%
ESI vs PEGA
+247.1%
-64.4%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.5% | +5.4% | +2.8% |
| 7D | -8.5% | -4.5% | -4.0% | -7.4% |
| 30D | -15.7% | -5.7% | -10.0% | -14.7% |
| 3M | -18.2% | +2.7% | -20.9% | -19.8% |
| 6M | -28.8% | -10.5% | -18.3% | -28.8% |
| YTD | +26.3% | -45.4% | +71.7% | +43.4% |
| 1Y | +18.2% | -44.7% | +63.0% | +33.7% |
| 3Y | +68.1% | +45.7% | +22.4% | +27.7% |
| 5Y | +28.8% | -45.3% | +74.0% | +30.1% |
| 10Y | +329.8% | +102.6% | +227.3% | +162.6% |
| All | +182.6% | +247.1% | -64.4% | +54.1% |
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 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