+27.2%
ESTC vs PEGA
+9.5%
+17.8%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +0.8% |
| 7D | +5.8% | -4.6% | +10.3% | +8.4% |
| 30D | -5.6% | -6.8% | +1.2% | -2.0% |
| 3M | +15.4% | +2.6% | +12.9% | +12.9% |
| 6M | +77.8% | -5.4% | +83.2% | +80.4% |
| YTD | +18.1% | -46.0% | +64.1% | +65.2% |
| 1Y | -3.7% | -45.6% | +41.9% | +33.2% |
| 3Y | +16.9% | +43.2% | -26.3% | -28.0% |
| 5Y | -51.2% | -45.3% | -6.0% | -39.9% |
| All | +27.2% | +9.5% | +17.8% | -28.4% |
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