+42.8%
ENTG vs PEGA
+43.2%
-0.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.5% | +6.1% | +3.1% |
| 7D | -17.1% | -4.5% | -12.6% | -16.5% |
| 30D | -23.0% | -5.7% | -17.3% | -22.5% |
| 3M | -10.2% | +2.7% | -12.9% | -11.7% |
| 6M | -17.8% | -10.5% | -7.2% | -17.5% |
| YTD | +52.4% | -45.4% | +97.8% | +71.7% |
| 1Y | +49.8% | -44.7% | +94.5% | +68.1% |
| All | +42.8% | +43.2% | -0.5% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling