+519.9%
EWT vs PEGA
+1,866.1%
-1,346.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.3% | +5.9% |
| 7D | +3.2% | -8.6% | +11.8% | +4.4% |
| 30D | -12.3% | -10.1% | -2.2% | -11.2% |
| 3M | -3.6% | -4.7% | +1.1% | -3.4% |
| 6M | +3.1% | -8.0% | +11.1% | +3.1% |
| YTD | +57.7% | -47.1% | +104.8% | +68.7% |
| 1Y | +60.3% | -47.5% | +107.7% | +71.5% |
| 3Y | +163.4% | +40.2% | +123.1% | +138.1% |
| 5Y | +127.4% | -45.7% | +173.2% | +126.7% |
| 10Y | +462.7% | +85.1% | +377.6% | +369.5% |
| All | +519.9% | +1,866.1% | -1,346.2% | +238.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling