+1,097.4%
ENTG vs PEGA
+2,305.1%
-1,207.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.5% | +6.1% | +3.4% |
| 7D | -17.1% | -4.5% | -12.6% | -16.2% |
| 30D | -23.0% | -5.7% | -17.3% | -22.2% |
| 3M | -10.2% | +2.7% | -12.9% | -11.9% |
| 6M | -17.8% | -10.5% | -7.2% | -18.1% |
| YTD | +52.4% | -45.4% | +97.8% | +68.3% |
| 1Y | +49.8% | -44.7% | +94.5% | +65.0% |
| 3Y | +42.1% | +45.7% | -3.5% | +17.5% |
| 5Y | -10.2% | -45.3% | +35.0% | -8.9% |
| 10Y | +756.0% | +102.6% | +653.4% | +558.6% |
| All | +1,097.4% | +2,305.1% | -1,207.7% | +476.3% |
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 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