+2,043.4%
EQNR vs PEGA
+4,612.9%
-2,569.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.2% | -0.5% |
| 7D | +5.7% | -5.3% | +11.0% | +6.5% |
| 30D | +11.3% | +8.3% | +3.0% | +9.9% |
| 3M | +21.5% | +8.9% | +12.6% | +19.2% |
| 6M | +41.8% | -19.7% | +61.6% | +44.3% |
| YTD | +97.3% | -39.9% | +137.2% | +107.3% |
| 1Y | +89.9% | -36.4% | +126.3% | +97.2% |
| 3Y | +76.9% | +52.8% | +24.1% | +55.1% |
| 5Y | +189.2% | -45.7% | +234.9% | +185.6% |
| 10Y | +419.0% | +178.5% | +240.5% | +294.3% |
| All | +2,043.4% | +4,612.9% | -2,569.5% | +1,134.1% |
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 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