+16.6%
ESTC vs PEGA
+41.6%
-25.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -2.6% | -8.6% | +6.0% | +0.9% |
| 30D | -8.6% | -10.1% | +1.5% | -4.7% |
| 3M | +14.4% | -4.7% | +19.1% | +16.2% |
| 6M | +73.3% | -8.0% | +81.3% | +77.7% |
| YTD | +15.7% | -47.1% | +62.9% | +44.9% |
| 1Y | -7.6% | -47.5% | +39.9% | +15.7% |
| All | +16.6% | +41.6% | -25.0% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling