-43.2%
ETHA vs PEGA
-37.1%
-6.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.6% |
| 7D | -2.4% | -5.3% | +2.9% | -1.2% |
| 30D | +30.9% | +8.3% | +22.6% | +28.2% |
| 3M | +51.1% | +8.9% | +42.2% | +46.9% |
| 6M | +20.5% | -19.7% | +40.2% | +27.6% |
| YTD | -17.3% | -39.9% | +22.6% | -8.0% |
| 1Y | -43.2% | -36.4% | -6.9% | -37.1% |
| All | -43.2% | -37.1% | -6.1% | -37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling