-81.3%
EPAM vs PEGA
-46.5%
-34.9%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.0% |
| 7D | +2.0% | +3.3% | -1.3% | +0.8% |
| 30D | +6.5% | +17.7% | -11.2% | +0.5% |
| 3M | +19.9% | +5.8% | +14.1% | +16.9% |
| 6M | -16.9% | -20.3% | +3.3% | -11.3% |
| YTD | -42.9% | -37.1% | -5.7% | -34.5% |
| 1Y | -30.4% | -30.2% | -0.2% | -23.4% |
| 3Y | -54.7% | +48.1% | -102.8% | -63.9% |
| All | -81.3% | -46.5% | -34.9% | -77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling