+128.5%
EEM vs PEGA
+184.6%
-56.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.0% |
| 7D | -1.3% | -3.0% | +1.7% | -0.8% |
| 30D | +2.1% | +15.9% | -13.8% | -0.7% |
| 3M | +1.0% | +10.8% | -9.8% | -1.8% |
| 6M | +15.9% | -16.5% | +32.4% | +18.3% |
| YTD | +24.6% | -39.0% | +63.7% | +34.0% |
| 1Y | +32.3% | -37.3% | +69.6% | +40.7% |
| 3Y | +85.9% | +59.2% | +26.7% | +52.0% |
| 5Y | +45.4% | -44.9% | +90.2% | +54.4% |
| All | +128.5% | +184.6% | -56.1% | +51.3% |
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