-35.2%
EFX vs PEGA
-47.9%
+12.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.2% | +1.1% | -1.8% |
| 7D | -7.8% | -2.4% | -5.4% | -7.2% |
| 30D | -5.7% | +9.6% | -15.3% | -8.3% |
| 3M | +2.5% | +2.3% | +0.2% | +1.2% |
| 6M | -16.7% | -23.9% | +7.2% | -10.9% |
| YTD | -20.2% | -39.8% | +19.6% | -9.8% |
| 1Y | -31.4% | -37.4% | +6.0% | -23.8% |
| 3Y | -10.5% | +53.1% | -63.6% | -27.1% |
| 5Y | -35.2% | -47.2% | +12.0% | -33.2% |
| All | -35.2% | -47.9% | +12.7% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling