+86.3%
EQNR vs PEGA
-29.3%
+115.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.0% |
| 7D | +2.7% | +5.1% | -2.4% | +3.2% |
| 30D | +10.0% | +19.1% | -9.1% | +12.2% |
| 3M | +13.5% | +7.8% | +5.7% | +15.7% |
| 6M | +39.2% | -15.8% | +55.1% | +39.2% |
| YTD | +86.6% | -36.5% | +123.1% | +84.3% |
| All | +86.3% | -29.3% | +115.6% | +83.1% |
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