-67.1%
ETSY vs PEGA
-48.2%
-18.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | -0.1% | -1.5% |
| 7D | -12.9% | -6.1% | -6.7% | -10.9% |
| 30D | -11.5% | +6.4% | -17.8% | -13.5% |
| 3M | +3.5% | +2.9% | +0.6% | +1.1% |
| 6M | +27.6% | -23.8% | +51.5% | +38.1% |
| YTD | +28.4% | -41.1% | +69.5% | +50.9% |
| 1Y | +27.1% | -38.2% | +65.3% | +46.3% |
| 3Y | +6.0% | +49.8% | -43.8% | -28.1% |
| 5Y | -67.1% | -48.0% | -19.1% | -56.0% |
| All | -67.1% | -48.2% | -18.9% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling