+2,815.3%
ETR vs PEGA
+1,001.0%
+1,814.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +0.1% | -8.6% | +8.7% | +0.4% |
| 30D | +7.7% | -10.1% | +17.8% | +8.1% |
| 3M | +5.7% | -4.7% | +10.5% | +5.8% |
| 6M | -0.3% | -8.0% | +7.7% | -0.3% |
| YTD | +23.4% | -47.1% | +70.5% | +25.9% |
| 1Y | +18.5% | -47.5% | +66.0% | +20.9% |
| 3Y | +155.6% | +40.2% | +115.3% | +147.7% |
| 5Y | +158.7% | -45.7% | +204.4% | +157.5% |
| 10Y | +377.8% | +85.1% | +292.7% | +354.2% |
| All | +2,815.3% | +1,001.0% | +1,814.3% | +2,437.3% |
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