+78.4%
EFX vs PEGA
+94.9%
-16.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -2.9% | -1.5% |
| 7D | -3.6% | -4.6% | +0.9% | -2.3% |
| 30D | +25.3% | -6.8% | +32.1% | +28.1% |
| 3M | +3.8% | +2.6% | +1.2% | +2.9% |
| 6M | +12.7% | -5.4% | +18.1% | +13.9% |
| YTD | -13.1% | -46.0% | +32.9% | +2.6% |
| 1Y | -9.3% | -45.6% | +36.3% | +6.6% |
| 3Y | +3.5% | +43.2% | -39.6% | -15.4% |
| 5Y | -30.6% | -45.3% | +14.6% | -27.5% |
| All | +78.4% | +94.9% | -16.5% | +26.5% |
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