+99.1%
EQH vs PEGA
-45.8%
+144.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.5% |
| 7D | -1.8% | -5.3% | +3.5% | -0.6% |
| 30D | +2.4% | +8.3% | -5.9% | +0.4% |
| 3M | +26.3% | +8.9% | +17.4% | +22.7% |
| 6M | +35.8% | -19.7% | +55.5% | +41.2% |
| YTD | +12.7% | -39.9% | +52.6% | +24.4% |
| 1Y | +2.5% | -36.4% | +38.8% | +11.0% |
| 3Y | +98.6% | +52.8% | +45.8% | +67.2% |
| All | +99.1% | -45.8% | +144.8% | +113.3% |
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 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