-27.0%
ETHA vs PEGA
+21.9%
-48.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.8% | +2.8% |
| 7D | +3.5% | -3.0% | +6.5% | +4.3% |
| 30D | +35.3% | +15.9% | +19.4% | +29.7% |
| 3M | +50.9% | +10.8% | +40.0% | +44.9% |
| 6M | +22.1% | -16.5% | +38.6% | +27.1% |
| YTD | -14.6% | -39.0% | +24.4% | -3.3% |
| 1Y | -42.8% | -37.3% | -5.5% | -36.0% |
| All | -27.0% | +21.9% | -48.9% | -31.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling