+28.9%
ESTC vs PEGA
+6.3%
+22.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.9% | +8.8% | +7.2% |
| 7D | -1.2% | -10.0% | +8.8% | +5.0% |
| 30D | -8.1% | -12.7% | +4.6% | -0.8% |
| 3M | +20.2% | -4.6% | +24.8% | +22.5% |
| 6M | +72.7% | -13.1% | +85.8% | +84.5% |
| YTD | +19.6% | -47.6% | +67.2% | +70.4% |
| 1Y | +0.3% | -47.0% | +47.3% | +40.9% |
| 3Y | +22.8% | +42.0% | -19.2% | -24.1% |
| 5Y | -50.9% | -47.8% | -3.0% | -37.3% |
| All | +28.9% | +6.3% | +22.6% | -26.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling