-8.2%
EW vs PEGA
-44.5%
+36.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.1% |
| 7D | +4.9% | +0.1% | +4.8% | +4.9% |
| 30D | +23.9% | -4.1% | +28.1% | +24.5% |
| 3M | +15.8% | -2.8% | +18.6% | +15.9% |
| 6M | +31.7% | -0.4% | +32.1% | +30.8% |
| YTD | +25.7% | -45.4% | +71.1% | +33.8% |
| 1Y | +24.4% | -42.6% | +67.1% | +31.5% |
| 3Y | +65.9% | +45.4% | +20.5% | +41.3% |
| All | -8.2% | -44.5% | +36.3% | +3.4% |
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