+239.3%
EQIX vs PEGA
+180.6%
+58.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -2.2% |
| 7D | -1.6% | -5.3% | +3.7% | -0.6% |
| 30D | -0.4% | +8.3% | -8.6% | -2.3% |
| 3M | -0.9% | +8.9% | -9.9% | -3.7% |
| 6M | +8.1% | -19.7% | +27.9% | +11.5% |
| YTD | +35.7% | -39.9% | +75.6% | +47.7% |
| 1Y | +34.0% | -36.4% | +70.3% | +43.2% |
| 3Y | +41.4% | +52.8% | -11.4% | +15.1% |
| 5Y | +34.0% | -45.7% | +79.7% | +37.9% |
| All | +239.3% | +180.6% | +58.8% | +155.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling