+854.3%
EEM vs PEGA
+4,085.5%
-3,231.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.0% |
| 7D | +2.3% | +3.3% | -1.0% | +1.6% |
| 30D | +4.5% | +17.7% | -13.2% | +0.6% |
| 3M | -0.1% | +5.8% | -5.9% | -2.5% |
| 6M | +16.9% | -20.3% | +37.2% | +20.9% |
| YTD | +26.2% | -37.1% | +63.4% | +36.2% |
| 1Y | +40.5% | -30.2% | +70.7% | +47.0% |
| 3Y | +86.2% | +48.1% | +38.1% | +52.7% |
| 5Y | +45.5% | -46.8% | +92.3% | +45.9% |
| 10Y | +128.6% | +191.3% | -62.7% | +42.3% |
| All | +854.3% | +4,085.5% | -3,231.2% | +191.9% |
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 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