+7,357.4%
ETN vs PEGA
+1,037.5%
+6,319.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -1.8% |
| 7D | +3.6% | +0.1% | +3.5% | +3.6% |
| 30D | -13.4% | -4.1% | -9.3% | -13.2% |
| 3M | -21.9% | -2.8% | -19.1% | -22.0% |
| 6M | -12.8% | -0.4% | -12.3% | -13.7% |
| YTD | +12.1% | -45.4% | +57.5% | +17.3% |
| 1Y | +0.8% | -42.6% | +43.5% | +4.9% |
| 3Y | +64.5% | +45.4% | +19.1% | +51.4% |
| 5Y | +121.7% | -44.6% | +166.3% | +120.8% |
| 10Y | +542.2% | +91.2% | +451.0% | +464.3% |
| All | +7,357.4% | +1,037.5% | +6,319.9% | +5,127.9% |
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