+157.9%
EQX vs PEGA
+52.0%
+105.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.0% | -7.0% | -5.3% |
| 7D | -7.0% | -5.3% | -1.7% | -6.5% |
| 30D | +4.8% | +8.3% | -3.4% | +3.9% |
| 3M | +25.6% | +8.9% | +16.7% | +24.0% |
| 6M | -25.8% | -19.7% | -6.1% | -24.4% |
| YTD | -12.7% | -39.9% | +27.2% | -8.6% |
| 1Y | +14.1% | -36.4% | +50.5% | +18.6% |
| All | +157.9% | +52.0% | +105.9% | +105.1% |
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