+5,754.5%
ENB vs PEGA
+1,036.4%
+4,718.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +0.9% | -2.4% |
| 7D | -5.2% | -4.5% | -0.7% | -5.0% |
| 30D | +2.2% | -5.7% | +7.9% | +2.4% |
| 3M | -8.1% | +2.7% | -10.7% | -8.3% |
| 6M | -11.2% | -10.5% | -0.7% | -11.0% |
| YTD | +2.0% | -45.4% | +47.4% | +4.5% |
| 1Y | +4.1% | -44.7% | +48.8% | +6.5% |
| 3Y | +64.7% | +45.7% | +19.1% | +57.9% |
| 5Y | +46.6% | -45.3% | +91.8% | +45.7% |
| 10Y | +102.7% | +102.6% | +0.1% | +89.8% |
| All | +5,754.5% | +1,036.4% | +4,718.0% | +4,854.0% |
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