+35.8%
EQT vs PEGA
+52.0%
-16.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.5% |
| 7D | -1.2% | -5.3% | +4.1% | -0.9% |
| 30D | +1.1% | +8.3% | -7.2% | +0.6% |
| 3M | +4.8% | +8.9% | -4.1% | +4.1% |
| 6M | -10.6% | -19.7% | +9.1% | -9.1% |
| YTD | +3.4% | -39.9% | +43.3% | +8.1% |
| 1Y | +8.7% | -36.4% | +45.1% | +12.4% |
| All | +35.8% | +52.0% | -16.2% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling