+1,334.3%
ET vs PEGA
+1,679.1%
-344.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.6% |
| 7D | -1.9% | -8.2% | +6.3% | -0.5% |
| 30D | -3.1% | -11.6% | +8.5% | -1.3% |
| 3M | -3.9% | -4.2% | +0.2% | -3.8% |
| 6M | +4.0% | -12.0% | +16.0% | +4.9% |
| YTD | +26.4% | -46.9% | +73.3% | +37.7% |
| 1Y | +24.9% | -47.0% | +71.9% | +35.8% |
| 3Y | +85.2% | +40.9% | +44.3% | +60.7% |
| 5Y | +218.3% | -45.4% | +263.7% | +215.9% |
| 10Y | +172.0% | +95.9% | +76.0% | +111.4% |
| All | +1,334.3% | +1,679.1% | -344.9% | +710.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling