+41.0%
EFX vs PEGA
+170.9%
-129.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.4% |
| 7D | -9.4% | -6.1% | -3.2% | -7.6% |
| 30D | -6.9% | +6.4% | -13.3% | -8.7% |
| 3M | +0.1% | +2.9% | -2.8% | -1.3% |
| 6M | -17.3% | -23.8% | +6.5% | -11.2% |
| YTD | -21.8% | -41.1% | +19.2% | -10.3% |
| 1Y | -32.5% | -38.2% | +5.7% | -24.2% |
| 3Y | -12.3% | +49.8% | -62.2% | -29.1% |
| 5Y | -36.6% | -48.0% | +11.4% | -32.9% |
| 10Y | +41.0% | +173.1% | -132.1% | -5.0% |
| All | +41.0% | +170.9% | -129.8% | -5.0% |
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