+6,438.2%
EW vs PEGA
+822.0%
+5,616.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -0.3% | +3.3% | -3.6% | -0.7% |
| 30D | +1.0% | +17.7% | -16.7% | -0.7% |
| 3M | +2.8% | +5.8% | -3.0% | +1.8% |
| 6M | +5.5% | -20.3% | +25.7% | +7.3% |
| YTD | +5.5% | -37.1% | +42.6% | +9.4% |
| 1Y | +11.0% | -30.2% | +41.2% | +13.6% |
| 3Y | +17.7% | +48.1% | -30.4% | +7.9% |
| 5Y | -25.7% | -46.8% | +21.0% | -25.9% |
| 10Y | +132.8% | +191.3% | -58.5% | +101.3% |
| All | +6,438.2% | +822.0% | +5,616.2% | +5,387.9% |
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