-29.4%
EW vs PEGA
-47.9%
+18.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.2% | +0.6% | -3.0% |
| 7D | -4.4% | -2.4% | -2.0% | -4.1% |
| 30D | -3.3% | +9.6% | -13.0% | -4.6% |
| 3M | +1.0% | +2.3% | -1.3% | +0.3% |
| 6M | +6.2% | -23.9% | +30.1% | +9.2% |
| YTD | +1.7% | -39.8% | +41.5% | +7.4% |
| 1Y | +8.1% | -37.4% | +45.5% | +13.1% |
| 3Y | +17.1% | +53.1% | -36.1% | -0.7% |
| 5Y | -29.4% | -47.2% | +17.9% | -14.3% |
| All | -29.4% | -47.9% | +18.6% | -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 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