+409.3%
EQNR vs PEGA
+184.6%
+224.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.1% | -0.9% |
| 7D | +6.4% | -3.0% | +9.4% | +6.8% |
| 30D | +10.4% | +15.9% | -5.5% | +8.3% |
| 3M | +23.1% | +10.8% | +12.2% | +20.9% |
| 6M | +36.3% | -16.5% | +52.8% | +38.1% |
| YTD | +96.0% | -39.0% | +135.0% | +105.9% |
| 1Y | +94.2% | -37.3% | +131.5% | +102.5% |
| 3Y | +75.3% | +59.2% | +16.1% | +48.5% |
| 5Y | +187.2% | -44.9% | +232.1% | +207.3% |
| All | +409.3% | +184.6% | +224.6% | +242.9% |
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