+1,197.2%
ENTG vs PEGA
+2,670.8%
-1,473.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.1% | +6.4% |
| 7D | +2.8% | +3.3% | -0.5% | +2.0% |
| 30D | -4.7% | +17.7% | -22.4% | -8.7% |
| 3M | -0.7% | +5.8% | -6.5% | -4.0% |
| 6M | +7.7% | -20.3% | +28.0% | +10.8% |
| YTD | +65.1% | -37.1% | +102.2% | +77.7% |
| 1Y | +74.8% | -30.2% | +105.0% | +82.5% |
| 3Y | +36.9% | +48.1% | -11.2% | +13.7% |
| 5Y | +16.1% | -46.8% | +62.9% | +19.4% |
| 10Y | +740.3% | +191.3% | +549.0% | +501.3% |
| All | +1,197.2% | +2,670.8% | -1,473.6% | +508.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling