+125.2%
ETR vs PEGA
-47.9%
+173.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.2% | +5.4% | +1.3% |
| 7D | +1.4% | -2.4% | +3.8% | +1.5% |
| 30D | +1.9% | +9.6% | -7.8% | +1.5% |
| 3M | +1.0% | +2.3% | -1.3% | +0.8% |
| 6M | +4.8% | -23.9% | +28.7% | +6.1% |
| YTD | +19.5% | -39.8% | +59.3% | +22.2% |
| 1Y | +28.1% | -37.4% | +65.5% | +30.5% |
| 3Y | +151.1% | +53.1% | +98.0% | +138.9% |
| 5Y | +125.2% | -47.2% | +172.4% | +99.9% |
| All | +125.2% | -47.9% | +173.1% | +99.9% |
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 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