+3,254.3%
EOG vs PEGA
+1,209.2%
+2,045.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.5% |
| 7D | +1.3% | +3.3% | -2.0% | +1.0% |
| 30D | +8.2% | +17.7% | -9.6% | +6.7% |
| 3M | +3.8% | +5.8% | -2.0% | +3.0% |
| 6M | +15.3% | -20.3% | +35.6% | +16.7% |
| YTD | +41.7% | -37.1% | +78.9% | +45.5% |
| 1Y | +23.6% | -30.2% | +53.8% | +25.5% |
| 3Y | +23.3% | +48.1% | -24.8% | +15.7% |
| 5Y | +170.4% | -46.8% | +217.2% | +169.7% |
| 10Y | +125.5% | +191.3% | -65.8% | +98.6% |
| All | +3,254.3% | +1,209.2% | +2,045.1% | +2,490.6% |
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