+173.7%
ET vs PEGA
+170.9%
+2.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +2.9% | +1.2% |
| 7D | +0.6% | -6.1% | +6.8% | +1.8% |
| 30D | +5.3% | +6.4% | -1.1% | +3.9% |
| 3M | +15.6% | +2.9% | +12.7% | +14.0% |
| 6M | +20.6% | -23.8% | +44.5% | +25.3% |
| YTD | +38.5% | -41.1% | +79.6% | +50.3% |
| 1Y | +35.7% | -38.2% | +74.0% | +44.9% |
| 3Y | +98.4% | +49.8% | +48.5% | +64.0% |
| 5Y | +245.3% | -48.0% | +293.3% | +275.2% |
| 10Y | +173.7% | +173.1% | +0.6% | +59.5% |
| All | +173.7% | +170.9% | +2.9% | +59.5% |
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 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