+13.5%
EQX vs PEGA
-36.0%
+49.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.2% | +1.5% |
| 7D | -3.2% | -3.0% | -0.2% | -2.9% |
| 30D | +7.8% | +15.9% | -8.1% | +5.9% |
| 3M | +21.3% | +10.8% | +10.5% | +19.7% |
| 6M | -22.4% | -16.5% | -5.9% | -20.1% |
| YTD | -11.3% | -39.0% | +27.7% | -4.0% |
| 1Y | +13.5% | -37.3% | +50.8% | +25.2% |
| All | +13.5% | -36.0% | +49.5% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling