+238.8%
EQX vs PEGA
+57.2%
+181.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.2% | +1.4% |
| 7D | -3.2% | -3.0% | -0.2% | -2.8% |
| 30D | +7.8% | +15.9% | -8.1% | +5.5% |
| 3M | +21.3% | +10.8% | +10.5% | +18.9% |
| 6M | -22.4% | -16.5% | -5.9% | -21.1% |
| YTD | -11.3% | -39.0% | +27.7% | -6.2% |
| 1Y | +13.5% | -37.3% | +50.8% | +19.2% |
| 3Y | +162.1% | +59.2% | +103.0% | +130.1% |
| 5Y | +84.2% | -44.9% | +129.1% | +75.5% |
| All | +238.8% | +57.2% | +181.6% | +450.4% |
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 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