+190.4%
ETN vs PEGA
-45.0%
+235.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +3.8% |
| 7D | +3.5% | -3.0% | +6.5% | +3.9% |
| 30D | -7.5% | +15.9% | -23.4% | -9.5% |
| 3M | +8.3% | +10.8% | -2.5% | +6.0% |
| 6M | +20.2% | -16.5% | +36.7% | +22.3% |
| YTD | +34.7% | -39.0% | +73.7% | +43.8% |
| 1Y | +19.4% | -37.3% | +56.7% | +26.2% |
| 3Y | +85.5% | +59.2% | +26.3% | +59.6% |
| All | +190.4% | -45.0% | +235.4% | +213.4% |
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