+736.0%
EPAM vs PEGA
+441.1%
+294.9%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.0% |
| 7D | +2.0% | +3.3% | -1.3% | +0.7% |
| 30D | +6.5% | +17.7% | -11.2% | -0.1% |
| 3M | +19.9% | +5.8% | +14.1% | +16.7% |
| 6M | -16.9% | -20.3% | +3.3% | -10.4% |
| YTD | -42.9% | -37.1% | -5.7% | -33.1% |
| 1Y | -30.4% | -30.2% | -0.2% | -22.3% |
| 3Y | -54.7% | +48.1% | -102.8% | -65.2% |
| 5Y | -81.8% | -46.8% | -35.0% | -80.3% |
| 10Y | +65.5% | +191.3% | -125.9% | -0.5% |
| All | +736.0% | +441.1% | +294.9% | +302.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling