+236.1%
EW vs PEGA
+92.7%
+143.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | +9.3% | -8.2% | +17.5% | +11.2% |
| 30D | +22.1% | -11.6% | +33.6% | +25.0% |
| 3M | +13.0% | -4.2% | +17.2% | +13.4% |
| 6M | +30.1% | -12.0% | +42.1% | +31.9% |
| YTD | +22.0% | -46.9% | +68.9% | +36.3% |
| 1Y | +23.7% | -47.0% | +70.7% | +38.0% |
| 3Y | +62.0% | +40.9% | +21.1% | +26.4% |
| 5Y | -12.4% | -45.4% | +32.9% | -8.9% |
| 10Y | +236.1% | +95.9% | +140.1% | +144.1% |
| All | +236.1% | +92.7% | +143.4% | +144.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling