+48.9%
EPAM vs PEGA
-12.1%
+61.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.5% | -0.4% | -1.7% |
| 7D | +13.4% | -4.5% | +17.9% | +16.3% |
| 30D | +47.1% | -5.7% | +52.8% | +51.7% |
| 3M | +71.2% | +2.6% | +68.6% | +67.1% |
| 6M | +48.9% | -10.6% | +59.5% | +60.3% |
| All | +48.9% | -12.1% | +61.0% | +60.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling