+159.6%
EPAM vs PEGA
+94.5%
+65.1%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | +18.5% | -8.6% | +27.2% | +23.0% |
| 30D | +44.0% | -10.1% | +54.1% | +50.5% |
| 3M | +63.0% | -4.7% | +67.7% | +65.9% |
| 6M | +67.3% | -8.0% | +75.2% | +72.2% |
| YTD | -20.5% | -47.1% | +26.6% | +1.7% |
| 1Y | -9.6% | -47.5% | +37.8% | +15.5% |
| 3Y | -30.8% | +40.2% | -71.1% | -48.6% |
| 5Y | -75.6% | -45.7% | -29.9% | -72.7% |
| 10Y | +159.6% | +85.1% | +74.5% | +59.5% |
| All | +159.6% | +94.5% | +65.1% | +59.5% |
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 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