+97.6%
ET vs PEGA
+55.9%
+41.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.4% |
| 7D | +0.9% | +3.3% | -2.4% | +0.6% |
| 30D | +7.5% | +17.7% | -10.3% | +5.9% |
| 3M | +11.4% | +5.8% | +5.6% | +10.7% |
| 6M | +18.5% | -20.3% | +38.8% | +20.7% |
| YTD | +37.4% | -37.1% | +74.5% | +43.1% |
| 1Y | +30.9% | -30.2% | +61.1% | +34.1% |
| All | +97.6% | +55.9% | +41.7% | +86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling