+8,791.3%
ETN vs PEGA
+1,154.6%
+7,636.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.2% | +6.9% | +3.2% |
| 7D | +8.0% | -2.4% | +10.4% | +8.3% |
| 30D | -5.9% | +9.6% | -15.5% | -7.0% |
| 3M | +5.0% | +2.3% | +2.6% | +4.0% |
| 6M | +22.4% | -23.9% | +46.3% | +24.7% |
| YTD | +33.6% | -39.8% | +73.4% | +38.9% |
| 1Y | +22.1% | -37.4% | +59.5% | +26.1% |
| 3Y | +85.6% | +53.1% | +32.4% | +70.4% |
| 5Y | +179.2% | -47.2% | +226.5% | +180.2% |
| 10Y | +687.3% | +174.3% | +513.0% | +570.4% |
| All | +8,791.3% | +1,154.6% | +7,636.7% | +6,088.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling