+69.4%
EQX vs PEGA
-45.8%
+115.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.0% | -7.0% | -5.3% |
| 7D | -7.0% | -5.3% | -1.7% | -6.4% |
| 30D | +4.8% | +8.3% | -3.4% | +3.6% |
| 3M | +25.6% | +8.9% | +16.7% | +23.5% |
| 6M | -25.8% | -19.7% | -6.1% | -24.1% |
| YTD | -12.7% | -39.9% | +27.2% | -7.5% |
| 1Y | +14.1% | -36.4% | +50.5% | +19.6% |
| 3Y | +165.7% | +52.8% | +112.9% | +133.4% |
| All | +69.4% | -45.8% | +115.2% | +48.6% |
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