+69.1%
ENB vs PEGA
-47.9%
+117.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +5.0% | +1.0% |
| 7D | -0.5% | -2.4% | +1.9% | -0.4% |
| 30D | -0.2% | +9.6% | -9.8% | -0.7% |
| 3M | -7.5% | +2.3% | -9.8% | -7.8% |
| 6M | -4.1% | -23.9% | +19.8% | -2.9% |
| YTD | +9.8% | -39.8% | +49.6% | +12.5% |
| 1Y | +8.7% | -37.4% | +46.1% | +10.9% |
| 3Y | +79.0% | +53.1% | +25.9% | +66.7% |
| 5Y | +69.1% | -47.2% | +116.3% | +66.7% |
| All | +69.1% | -47.9% | +117.0% | +66.7% |
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