+452.3%
EWT vs PEGA
+97.3%
+355.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | +9.1% | +0.1% | +9.0% | +9.0% |
| 30D | -12.2% | -4.1% | -8.1% | -11.8% |
| 3M | -9.4% | -2.8% | -6.6% | -9.5% |
| 6M | +2.7% | -0.4% | +3.1% | +1.1% |
| YTD | +53.3% | -45.4% | +98.7% | +67.4% |
| 1Y | +59.2% | -42.6% | +101.8% | +72.0% |
| 3Y | +157.1% | +45.4% | +111.7% | +116.6% |
| 5Y | +119.6% | -44.6% | +164.2% | +126.2% |
| All | +452.3% | +97.3% | +355.0% | +301.3% |
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 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