+811.7%
ENTG vs PEGA
+170.9%
+640.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.5% | +2.2% |
| 7D | +8.9% | -6.1% | +15.1% | +11.5% |
| 30D | -0.8% | +6.4% | -7.2% | -3.9% |
| 3M | +6.6% | +2.9% | +3.6% | +2.0% |
| 6M | +22.1% | -23.8% | +45.9% | +30.4% |
| YTD | +70.2% | -41.1% | +111.2% | +97.8% |
| 1Y | +76.7% | -38.2% | +114.9% | +99.2% |
| 3Y | +50.5% | +49.8% | +0.6% | +0.6% |
| 5Y | +21.8% | -48.0% | +69.8% | +32.8% |
| 10Y | +811.7% | +173.1% | +638.6% | +369.0% |
| All | +811.7% | +170.9% | +640.8% | +369.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling