+31.2%
ESTC vs PEGA
+27.5%
+3.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -3.9% |
| 7D | -8.1% | +3.3% | -11.4% | -9.9% |
| 30D | +31.7% | +17.7% | +13.9% | +19.5% |
| 3M | +41.1% | +5.8% | +35.3% | +34.6% |
| 6M | +77.1% | -20.3% | +97.3% | +99.7% |
| YTD | +21.7% | -37.1% | +58.8% | +56.7% |
| 1Y | +8.4% | -30.2% | +38.6% | +28.0% |
| 3Y | +23.6% | +48.1% | -24.5% | -24.1% |
| 5Y | -46.5% | -46.8% | +0.3% | -29.5% |
| All | +31.2% | +27.5% | +3.6% | -32.0% |
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