+302.3%
ETR vs PEGA
+170.9%
+131.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.0% |
| 7D | +0.4% | -6.1% | +6.5% | +1.0% |
| 30D | +2.0% | +6.4% | -4.3% | +1.3% |
| 3M | -1.7% | +2.9% | -4.6% | -2.4% |
| 6M | +3.6% | -23.8% | +27.4% | +5.9% |
| YTD | +18.0% | -41.1% | +59.1% | +23.7% |
| 1Y | +26.2% | -38.2% | +64.5% | +31.2% |
| 3Y | +148.0% | +49.8% | +98.2% | +120.5% |
| 5Y | +126.1% | -48.0% | +174.1% | +136.5% |
| 10Y | +302.3% | +173.1% | +129.1% | +204.4% |
| All | +302.3% | +170.9% | +131.4% | +204.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling