+1,755.8%
EFX vs PEGA
+1,005.9%
+749.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -0.2% |
| 7D | +0.3% | -8.2% | +8.5% | +1.3% |
| 30D | +29.1% | -11.6% | +40.7% | +31.0% |
| 3M | +4.3% | -4.2% | +8.4% | +4.8% |
| 6M | +7.7% | -12.0% | +19.7% | +9.2% |
| YTD | -12.5% | -46.9% | +34.4% | -6.5% |
| 1Y | -8.8% | -47.0% | +38.2% | -2.6% |
| 3Y | +4.3% | +40.9% | -36.5% | -1.2% |
| 5Y | -29.4% | -45.4% | +16.0% | -28.0% |
| 10Y | +78.1% | +95.9% | -17.8% | +61.6% |
| All | +1,755.8% | +1,005.9% | +749.9% | +1,180.0% |
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 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