+6,154.0%
ENB vs PEGA
+1,209.2%
+4,944.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -0.2% | +3.3% | -3.5% | -0.4% |
| 30D | -2.2% | +17.7% | -20.0% | -3.1% |
| 3M | -10.5% | +5.8% | -16.3% | -11.0% |
| 6M | -5.1% | -20.3% | +15.2% | -4.3% |
| YTD | +9.0% | -37.1% | +46.1% | +10.9% |
| 1Y | +8.2% | -30.2% | +38.4% | +9.4% |
| 3Y | +67.8% | +48.1% | +19.6% | +60.7% |
| 5Y | +69.4% | -46.8% | +116.2% | +68.8% |
| 10Y | +117.5% | +191.3% | -73.8% | +100.6% |
| All | +6,154.0% | +1,209.2% | +4,944.8% | +5,158.2% |
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 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