+7,328.4%
EW vs PEGA
+700.3%
+6,628.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +1.7% |
| 7D | +11.0% | -4.5% | +15.5% | +11.5% |
| 30D | +19.1% | -5.7% | +24.7% | +19.7% |
| 3M | +14.4% | +2.7% | +11.7% | +13.8% |
| 6M | +22.8% | -10.5% | +33.3% | +23.5% |
| YTD | +19.8% | -45.4% | +65.2% | +25.9% |
| 1Y | +23.9% | -44.7% | +68.6% | +30.0% |
| 3Y | +52.2% | +45.7% | +6.6% | +39.6% |
| 5Y | -13.9% | -45.3% | +31.3% | -14.4% |
| 10Y | +241.9% | +102.6% | +139.3% | +204.3% |
| All | +7,328.4% | +700.3% | +6,628.1% | +6,216.9% |
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