+201.0%
ET vs PEGA
-45.3%
+246.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +0.7% |
| 7D | -7.9% | -4.5% | -3.4% | -7.5% |
| 30D | -5.9% | -5.7% | -0.3% | -5.6% |
| 3M | -5.2% | +2.7% | -7.9% | -5.8% |
| 6M | +0.3% | -10.5% | +10.8% | +0.7% |
| YTD | +23.1% | -45.4% | +68.5% | +29.5% |
| 1Y | +22.7% | -44.7% | +67.5% | +28.8% |
| 3Y | +75.4% | +45.7% | +29.7% | +61.4% |
| All | +201.0% | -45.3% | +246.3% | +194.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling