+199.2%
EWT vs PEGA
+52.4%
+146.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | -0.2% |
| 7D | +1.6% | -2.4% | +4.0% | +1.9% |
| 30D | +8.2% | +9.6% | -1.4% | +7.1% |
| 3M | +11.1% | +2.3% | +8.7% | +10.6% |
| 6M | +60.4% | -23.9% | +84.3% | +65.3% |
| YTD | +75.6% | -39.8% | +115.3% | +85.9% |
| 1Y | +91.3% | -37.4% | +128.7% | +100.9% |
| All | +199.2% | +52.4% | +146.9% | +173.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling