+594.1%
EWT vs PEGA
+2,237.9%
-1,643.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.8% | +2.0% |
| 7D | +4.0% | +3.3% | +0.7% | +3.5% |
| 30D | +10.3% | +17.7% | -7.4% | +7.7% |
| 3M | +6.1% | +5.8% | +0.3% | +4.5% |
| 6M | +56.6% | -20.3% | +76.9% | +59.8% |
| YTD | +76.6% | -37.1% | +113.7% | +85.1% |
| 1Y | +97.9% | -30.2% | +128.1% | +103.8% |
| 3Y | +198.0% | +48.1% | +149.9% | +168.2% |
| 5Y | +151.8% | -46.8% | +198.6% | +152.4% |
| 10Y | +514.1% | +191.3% | +322.8% | +384.3% |
| All | +594.1% | +2,237.9% | -1,643.8% | +271.8% |
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