+2,692.4%
ETR vs PEGA
+1,209.2%
+1,483.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | +1.4% | +3.3% | -1.9% | +1.3% |
| 30D | +1.0% | +17.7% | -16.8% | +0.3% |
| 3M | -1.3% | +5.8% | -7.0% | -1.7% |
| 6M | +1.9% | -20.3% | +22.1% | +2.5% |
| YTD | +18.2% | -37.1% | +55.3% | +19.8% |
| 1Y | +24.7% | -30.2% | +54.9% | +25.8% |
| 3Y | +150.7% | +48.1% | +102.6% | +142.6% |
| 5Y | +127.0% | -46.8% | +173.8% | +126.3% |
| 10Y | +295.5% | +191.3% | +104.1% | +270.4% |
| All | +2,692.4% | +1,209.2% | +1,483.2% | +2,315.4% |
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 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