-29.2%
ETHA vs PEGA
+17.8%
-47.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | -0.1% |
| 7D | +2.9% | -6.1% | +9.1% | +4.7% |
| 30D | +31.4% | +6.4% | +25.0% | +28.9% |
| 3M | +48.9% | +2.9% | +46.0% | +46.1% |
| 6M | +20.9% | -23.8% | +44.7% | +29.3% |
| YTD | -17.2% | -41.1% | +23.9% | -5.3% |
| 1Y | -42.8% | -38.2% | -4.6% | -35.7% |
| All | -29.2% | +17.8% | -47.0% | -33.0% |
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