+52.2%
ETSY vs PEGA
-44.6%
+96.7%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.4% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | +7.3% | -4.1% | +11.5% | +8.8% |
| 3M | +10.3% | -2.8% | +13.2% | +11.4% |
| 6M | +55.1% | -0.4% | +55.5% | +54.5% |
| YTD | +60.5% | -45.4% | +105.9% | +83.6% |
| 1Y | +52.2% | -42.6% | +94.8% | +70.0% |
| All | +52.2% | -44.6% | +96.7% | +70.0% |
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 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