+3,519.5%
EOG vs PEGA
+1,023.8%
+2,495.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +1.0% |
| 7D | +7.4% | -4.6% | +12.0% | +7.8% |
| 30D | +2.3% | -6.8% | +9.1% | +2.7% |
| 3M | +9.5% | +2.6% | +6.9% | +9.0% |
| 6M | +17.7% | -5.4% | +23.0% | +17.5% |
| YTD | +52.9% | -46.0% | +99.0% | +58.6% |
| 1Y | +47.7% | -45.6% | +93.3% | +53.0% |
| 3Y | +41.1% | +43.2% | -2.0% | +32.8% |
| 5Y | +108.2% | -45.3% | +153.5% | +106.9% |
| 10Y | +136.3% | +88.9% | +47.4% | +114.2% |
| All | +3,519.5% | +1,023.8% | +2,495.7% | +2,724.5% |
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