+155.0%
ETSY vs PEGA
+255.8%
-100.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.0% | -5.8% | -6.3% |
| 7D | -8.5% | +3.3% | -11.8% | -9.8% |
| 30D | -10.9% | +17.7% | -28.6% | -17.4% |
| 3M | +14.1% | +5.8% | +8.3% | +9.1% |
| 6M | +37.5% | -20.3% | +57.7% | +48.3% |
| YTD | +38.0% | -37.1% | +75.1% | +63.5% |
| 1Y | +46.5% | -30.2% | +76.7% | +64.5% |
| 3Y | +2.5% | +48.1% | -45.6% | -34.4% |
| 5Y | -65.3% | -46.8% | -18.5% | -60.8% |
| 10Y | +451.6% | +191.3% | +260.3% | +153.0% |
| All | +155.0% | +255.8% | -100.8% | +14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling