+2,376.5%
EQT vs PEGA
+1,127.6%
+1,249.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.7% |
| 7D | -2.0% | -6.1% | +4.1% | -1.6% |
| 30D | +1.0% | +6.4% | -5.4% | +0.5% |
| 3M | +4.0% | +2.9% | +1.1% | +3.4% |
| 6M | -11.7% | -23.8% | +12.1% | -10.4% |
| YTD | +2.8% | -41.1% | +43.9% | +6.0% |
| 1Y | +10.0% | -38.2% | +48.2% | +12.7% |
| 3Y | +34.1% | +49.8% | -15.7% | +26.3% |
| 5Y | +195.3% | -48.0% | +243.3% | +195.2% |
| 10Y | +51.6% | +173.1% | -121.6% | +34.1% |
| All | +2,376.5% | +1,127.6% | +1,249.0% | +1,775.4% |
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