+162.6%
EPAM vs PEGA
+101.6%
+61.0%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.5% | -0.4% | -2.4% |
| 7D | +13.4% | -4.5% | +17.9% | +15.5% |
| 30D | +47.1% | -5.7% | +52.8% | +50.5% |
| 3M | +71.2% | +2.7% | +68.5% | +68.8% |
| 6M | +48.9% | -10.5% | +59.4% | +55.1% |
| YTD | -22.2% | -45.4% | +23.2% | -1.9% |
| 1Y | -5.2% | -44.7% | +39.6% | +18.6% |
| 3Y | -34.9% | +45.7% | -80.6% | -52.5% |
| 5Y | -77.4% | -45.3% | -32.1% | -74.6% |
| All | +162.6% | +101.6% | +61.0% | +56.3% |
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 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