+133.5%
EOG vs PEGA
+94.5%
+39.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +4.6% | -8.6% | +13.2% | +5.9% |
| 30D | +2.9% | -10.1% | +12.9% | +4.3% |
| 3M | +8.0% | -4.7% | +12.7% | +8.2% |
| 6M | +17.0% | -8.0% | +25.0% | +17.1% |
| YTD | +51.1% | -47.1% | +98.2% | +63.7% |
| 1Y | +45.1% | -47.5% | +92.6% | +57.1% |
| 3Y | +39.4% | +40.2% | -0.8% | +17.6% |
| 5Y | +105.6% | -45.7% | +151.3% | +115.5% |
| 10Y | +133.5% | +85.1% | +48.4% | +64.0% |
| All | +133.5% | +94.5% | +39.0% | +64.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling