+46.6%
EEM vs PEGA
-48.2%
+94.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | -0.3% |
| 7D | +2.0% | -6.1% | +8.1% | +2.6% |
| 30D | +5.1% | +6.4% | -1.3% | +4.3% |
| 3M | +4.6% | +2.9% | +1.7% | +3.8% |
| 6M | +17.8% | -23.8% | +41.6% | +20.7% |
| YTD | +25.8% | -41.1% | +66.9% | +32.4% |
| 1Y | +36.4% | -38.2% | +74.6% | +42.2% |
| 3Y | +90.0% | +49.8% | +40.1% | +70.2% |
| 5Y | +46.6% | -48.0% | +94.6% | +58.4% |
| All | +46.6% | -48.2% | +94.8% | +58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling