+88.6%
EEM vs PEGA
+52.4%
+36.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.4% | +0.5% |
| 7D | +3.1% | -2.4% | +5.5% | +3.2% |
| 30D | +4.9% | +9.6% | -4.8% | +4.1% |
| 3M | +5.2% | +2.3% | +2.9% | +4.9% |
| 6M | +20.7% | -23.9% | +44.6% | +23.2% |
| YTD | +26.5% | -39.8% | +66.2% | +31.5% |
| 1Y | +37.8% | -37.4% | +75.3% | +42.4% |
| All | +88.6% | +52.4% | +36.3% | +74.7% |
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