+52.2%
EW vs PEGA
+43.6%
+8.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +1.4% |
| 7D | +11.0% | -4.5% | +15.5% | +11.1% |
| 30D | +19.1% | -5.7% | +24.7% | +19.2% |
| 3M | +14.4% | +2.7% | +11.7% | +14.2% |
| 6M | +22.8% | -10.5% | +33.3% | +22.9% |
| YTD | +19.8% | -45.4% | +65.2% | +20.5% |
| 1Y | +23.9% | -44.7% | +68.6% | +24.5% |
| 3Y | +52.2% | +45.7% | +6.6% | +55.2% |
| All | +52.2% | +43.6% | +8.7% | +55.2% |
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