+1.3%
ESTC vs PEGA
-44.4%
+45.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -15.9% | -2.9% | -13.0% | -14.5% |
| 30D | -5.5% | -0.5% | -5.0% | -5.4% |
| 3M | +26.2% | +8.5% | +17.7% | +19.9% |
| 6M | +77.0% | -6.3% | +83.3% | +80.3% |
| YTD | +18.9% | -42.2% | +61.1% | +43.4% |
| 1Y | +1.3% | -43.4% | +44.7% | +21.0% |
| All | +1.3% | -44.4% | +45.7% | +21.0% |
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 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