+251.1%
EQX vs PEGA
+52.0%
+199.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.8% | +1.9% |
| 7D | +1.7% | -6.1% | +7.9% | +2.6% |
| 30D | +11.1% | +6.4% | +4.7% | +10.1% |
| 3M | +23.1% | +2.9% | +20.2% | +21.9% |
| 6M | -21.8% | -23.8% | +2.0% | -19.5% |
| YTD | -8.1% | -41.1% | +33.0% | -2.4% |
| 1Y | +29.7% | -38.2% | +67.9% | +36.5% |
| 3Y | +179.9% | +49.8% | +130.1% | +147.9% |
| 5Y | +82.5% | -48.0% | +130.5% | +75.4% |
| All | +251.1% | +52.0% | +199.1% | +473.0% |
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