+84.9%
EWT vs PEGA
-36.0%
+120.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.4% | +1.8% |
| 7D | -1.1% | -3.0% | +1.9% | -1.1% |
| 30D | +4.5% | +15.9% | -11.4% | +4.3% |
| 3M | +8.3% | +10.8% | -2.6% | +8.7% |
| 6M | +54.2% | -16.5% | +70.7% | +57.9% |
| YTD | +74.6% | -39.0% | +113.6% | +83.6% |
| 1Y | +84.9% | -37.3% | +122.2% | +92.8% |
| All | +84.9% | -36.0% | +120.9% | +92.8% |
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