-12.1%
ENTG vs PEGA
-44.8%
+32.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.5% | +6.1% | +3.5% |
| 7D | -17.1% | -4.5% | -12.6% | -16.0% |
| 30D | -23.0% | -5.7% | -17.3% | -22.2% |
| 3M | -10.2% | +2.7% | -12.9% | -12.4% |
| 6M | -17.8% | -10.5% | -7.2% | -18.0% |
| YTD | +52.4% | -45.4% | +97.8% | +75.4% |
| 1Y | +49.8% | -44.7% | +94.5% | +71.6% |
| 3Y | +42.1% | +45.7% | -3.5% | +2.5% |
| All | -12.1% | -44.8% | +32.7% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling