+23.8%
ETSY vs PEGA
-37.1%
+61.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | 0.0% |
| 7D | -12.7% | -5.3% | -7.4% | -11.3% |
| 30D | -9.9% | +8.3% | -18.2% | -12.0% |
| 3M | +4.2% | +8.9% | -4.8% | +0.8% |
| 6M | +34.2% | -19.7% | +53.9% | +43.2% |
| YTD | +29.1% | -39.9% | +69.0% | +52.0% |
| 1Y | +23.8% | -36.4% | +60.2% | +45.4% |
| All | +23.8% | -37.1% | +61.0% | +45.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling