+513.6%
EWT vs PEGA
+184.6%
+329.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.4% | +1.6% |
| 7D | -1.1% | -3.0% | +1.9% | -0.6% |
| 30D | +4.5% | +15.9% | -11.4% | +1.6% |
| 3M | +8.3% | +10.8% | -2.6% | +5.2% |
| 6M | +54.2% | -16.5% | +70.7% | +57.4% |
| YTD | +74.6% | -39.0% | +113.6% | +87.8% |
| 1Y | +84.9% | -37.3% | +122.2% | +96.8% |
| 3Y | +197.5% | +59.2% | +138.4% | +148.4% |
| 5Y | +150.6% | -44.9% | +195.5% | +161.9% |
| All | +513.6% | +184.6% | +329.0% | +323.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling