+157.7%
EPAM vs PEGA
+99.2%
+58.5%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.4% | +0.1% |
| 7D | +9.1% | -10.0% | +19.0% | +13.9% |
| 30D | +38.5% | -12.7% | +51.2% | +46.4% |
| 3M | +61.0% | -4.6% | +65.5% | +63.7% |
| 6M | +58.0% | -13.1% | +71.1% | +66.6% |
| YTD | -23.5% | -47.6% | +24.1% | -1.7% |
| 1Y | -10.5% | -47.0% | +36.5% | +13.9% |
| 3Y | -33.8% | +42.0% | -75.8% | -51.2% |
| 5Y | -78.1% | -47.8% | -30.3% | -74.9% |
| 10Y | +157.7% | +92.0% | +65.7% | +56.1% |
| All | +157.7% | +99.2% | +58.5% | +56.1% |
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