+97.9%
EWT vs PEGA
-30.0%
+127.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.8% | +1.9% |
| 7D | +4.0% | +3.3% | +0.7% | +3.9% |
| 30D | +10.3% | +17.7% | -7.4% | +10.0% |
| 3M | +6.1% | +5.8% | +0.3% | +7.3% |
| 6M | +56.6% | -20.3% | +76.9% | +61.2% |
| YTD | +76.6% | -37.1% | +113.7% | +86.0% |
| 1Y | +97.9% | -30.2% | +128.1% | +105.0% |
| All | +97.9% | -30.0% | +127.9% | +105.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling