-77.8%
EPAM vs PEGA
-45.3%
-32.5%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.5% | -0.4% | -2.6% |
| 7D | +13.4% | -4.5% | +17.9% | +15.1% |
| 30D | +47.1% | -5.7% | +52.8% | +50.0% |
| 3M | +71.2% | +2.6% | +68.6% | +69.4% |
| 6M | +48.9% | -10.6% | +59.5% | +54.1% |
| YTD | -22.2% | -45.5% | +23.2% | -6.3% |
| 1Y | -5.2% | -44.8% | +39.6% | +13.6% |
| 3Y | -34.9% | +45.5% | -80.5% | -47.9% |
| All | -77.8% | -45.3% | -32.5% | -72.4% |
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