+746.2%
EEM vs PEGA
+3,536.5%
-2,790.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | -5.4% | -4.1% | -1.3% | -4.8% |
| 3M | -8.6% | -2.8% | -5.8% | -8.7% |
| 6M | -8.9% | -0.4% | -8.4% | -10.5% |
| YTD | +11.9% | -45.4% | +57.3% | +23.9% |
| 1Y | +13.1% | -42.6% | +55.7% | +23.6% |
| 3Y | +70.7% | +45.4% | +25.2% | +39.6% |
| 5Y | +31.8% | -44.6% | +76.4% | +29.4% |
| 10Y | +119.5% | +91.2% | +28.3% | +51.0% |
| All | +746.2% | +3,536.5% | -2,790.3% | +165.6% |
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