-44.1%
ETHA vs PEGA
+9.2%
-53.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.6% | -3.7% |
| 7D | -12.5% | +0.1% | -12.6% | -12.6% |
| 30D | -19.8% | -4.1% | -15.7% | -19.1% |
| 3M | +3.1% | -2.8% | +5.9% | +3.2% |
| 6M | -13.8% | -0.4% | -13.3% | -15.2% |
| YTD | -34.6% | -45.4% | +10.8% | -24.1% |
| 1Y | -38.7% | -42.6% | +3.9% | -29.9% |
| All | -44.1% | +9.2% | -53.3% | -46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling