+20.1%
ENTG vs PEGA
-47.9%
+68.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.2% | +5.9% | +2.9% |
| 7D | +8.9% | -2.4% | +11.3% | +9.6% |
| 30D | -7.2% | +9.6% | -16.9% | -10.2% |
| 3M | +6.4% | +2.3% | +4.1% | +3.5% |
| 6M | +25.7% | -23.9% | +49.6% | +33.4% |
| YTD | +67.9% | -39.8% | +107.6% | +89.9% |
| 1Y | +72.4% | -37.4% | +109.8% | +90.9% |
| 3Y | +48.4% | +53.1% | -4.7% | +7.4% |
| 5Y | +20.1% | -47.2% | +67.3% | +28.3% |
| All | +20.1% | -47.9% | +68.0% | +28.3% |
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