+416.1%
ETSY vs PEGA
+180.6%
+235.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | -0.3% |
| 7D | -12.7% | -5.3% | -7.4% | -10.5% |
| 30D | -9.9% | +8.3% | -18.2% | -13.3% |
| 3M | +4.2% | +8.9% | -4.8% | -1.6% |
| 6M | +34.2% | -19.7% | +53.9% | +44.2% |
| YTD | +29.1% | -39.9% | +69.0% | +56.0% |
| 1Y | +23.8% | -36.4% | +60.2% | +44.9% |
| 3Y | +6.6% | +52.8% | -46.2% | -33.7% |
| 5Y | -67.0% | -45.7% | -21.3% | -62.9% |
| All | +416.1% | +180.6% | +235.6% | +186.0% |
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