+217.4%
EQH vs PEGA
+11.4%
+206.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.2% | +0.8% |
| 7D | +1.1% | -6.1% | +7.2% | +3.1% |
| 30D | -1.1% | +6.4% | -7.5% | -3.3% |
| 3M | +25.0% | +2.9% | +22.1% | +22.0% |
| 6M | +33.9% | -23.8% | +57.7% | +43.4% |
| YTD | +11.6% | -41.1% | +52.6% | +28.7% |
| 1Y | +1.5% | -38.2% | +39.7% | +14.3% |
| 3Y | +96.7% | +49.8% | +46.9% | +48.2% |
| 5Y | +93.9% | -48.0% | +141.9% | +127.9% |
| All | +217.4% | +11.4% | +206.0% | +103.6% |
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