-10.0%
EPAM vs PEGA
-46.9%
+36.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.3% | +3.4% | +4.0% |
| 7D | +18.8% | -8.2% | +27.0% | +23.6% |
| 30D | +44.9% | -11.6% | +56.5% | +53.5% |
| 3M | +68.6% | -4.2% | +72.7% | +71.6% |
| 6M | +65.4% | -12.0% | +77.4% | +72.7% |
| YTD | -19.9% | -46.9% | +27.0% | -1.0% |
| 1Y | -10.0% | -47.0% | +37.0% | +11.3% |
| All | -10.0% | -46.9% | +36.9% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling