+76.7%
ENTG vs PEGA
-38.8%
+115.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.5% | +1.2% |
| 7D | +8.9% | -6.1% | +15.1% | +8.3% |
| 30D | -0.8% | +6.4% | -7.2% | -0.2% |
| 3M | +6.6% | +2.9% | +3.6% | +9.2% |
| 6M | +22.1% | -23.8% | +45.9% | +27.0% |
| YTD | +70.2% | -41.1% | +111.2% | +82.8% |
| 1Y | +76.7% | -38.2% | +114.9% | +86.2% |
| All | +76.7% | -38.8% | +115.6% | +86.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling