+238.2%
ET vs PEGA
-47.9%
+286.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.4% |
| 7D | +0.4% | -2.4% | +2.8% | +0.6% |
| 30D | +6.9% | +9.6% | -2.8% | +5.8% |
| 3M | +13.1% | +2.3% | +10.8% | +12.4% |
| 6M | +18.7% | -23.9% | +42.6% | +21.4% |
| YTD | +37.4% | -39.8% | +77.2% | +43.6% |
| 1Y | +34.8% | -37.4% | +72.2% | +39.8% |
| 3Y | +96.8% | +53.1% | +43.7% | +80.5% |
| 5Y | +238.2% | -47.2% | +285.5% | +236.8% |
| All | +238.2% | -47.9% | +286.2% | +236.8% |
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