+195.6%
EQT vs PEGA
-45.8%
+241.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.4% |
| 7D | -1.2% | -5.3% | +4.1% | -0.6% |
| 30D | +1.1% | +8.3% | -7.2% | +0.1% |
| 3M | +4.8% | +8.9% | -4.1% | +3.3% |
| 6M | -10.6% | -19.7% | +9.1% | -8.8% |
| YTD | +3.4% | -39.9% | +43.3% | +9.2% |
| 1Y | +8.7% | -36.4% | +45.1% | +13.2% |
| 3Y | +35.0% | +52.8% | -17.8% | +17.1% |
| All | +195.6% | -45.8% | +241.3% | +224.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling