+1,083.6%
EPAM vs PEGA
+386.2%
+697.4%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.6% | -2.3% | +22.9% | +21.5% |
| 7D | +23.0% | -1.6% | +24.6% | +23.6% |
| 30D | +51.6% | -3.0% | +54.6% | +53.1% |
| 3M | +50.8% | +5.8% | +45.0% | +47.3% |
| 6M | +51.1% | -8.8% | +60.0% | +55.8% |
| YTD | -19.1% | -43.5% | +24.4% | -1.4% |
| 1Y | +3.0% | -43.4% | +46.4% | +25.1% |
| 3Y | -31.2% | +48.6% | -79.8% | -47.2% |
| 5Y | -76.5% | -43.3% | -33.2% | -75.3% |
| 10Y | +168.4% | +109.7% | +58.7% | +80.0% |
| All | +1,083.6% | +386.2% | +697.4% | +493.1% |
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