+99.9%
EQH vs PEGA
+52.0%
+47.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.6% |
| 7D | -1.8% | -5.3% | +3.5% | -0.6% |
| 30D | +2.4% | +8.3% | -5.9% | +0.6% |
| 3M | +26.3% | +8.9% | +17.4% | +23.0% |
| 6M | +35.8% | -19.7% | +55.5% | +41.3% |
| YTD | +12.7% | -39.9% | +52.6% | +24.0% |
| 1Y | +2.5% | -36.4% | +38.8% | +10.8% |
| All | +99.9% | +52.0% | +47.9% | +68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling