+37.8%
EQIX vs PEGA
-30.0%
+67.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -0.8% | +3.3% | -4.1% | -0.9% |
| 30D | -1.4% | +17.7% | -19.2% | -1.9% |
| 3M | -4.4% | +5.8% | -10.2% | -4.1% |
| 6M | +7.9% | -20.3% | +28.2% | +10.9% |
| YTD | +37.3% | -37.1% | +74.4% | +43.1% |
| 1Y | +37.8% | -30.2% | +68.0% | +41.0% |
| All | +37.8% | -30.0% | +67.8% | +41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling