+40.8%
ETSY vs PEGA
+46.3%
-5.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | +7.3% | -4.1% | +11.5% | +8.3% |
| 3M | +10.3% | -2.8% | +13.2% | +11.0% |
| 6M | +55.1% | -0.4% | +55.5% | +54.4% |
| YTD | +60.5% | -45.4% | +105.9% | +76.0% |
| 1Y | +52.2% | -42.6% | +94.8% | +65.4% |
| 3Y | +40.8% | +45.4% | -4.6% | +21.3% |
| All | +40.8% | +46.3% | -5.5% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling