+34.7%
ET vs PEGA
-37.5%
+72.2%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | 0.0% |
| 7D | +0.4% | -2.4% | +2.8% | +0.4% |
| 30D | +6.9% | +9.6% | -2.8% | +6.9% |
| 3M | +13.1% | +2.3% | +10.8% | +13.3% |
| 6M | +18.7% | -23.9% | +42.6% | +19.4% |
| YTD | +37.4% | -39.8% | +77.2% | +38.4% |
| All | +34.7% | -37.5% | +72.2% | +33.9% |
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