+29.7%
EMB vs PEGA
+175.4%
-145.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | +0.2% |
| 7D | +0.3% | -2.4% | +2.7% | +0.5% |
| 30D | -0.5% | +9.6% | -10.1% | -1.3% |
| 3M | +0.3% | +2.3% | -2.0% | -0.2% |
| 6M | +1.2% | -23.9% | +25.1% | +2.9% |
| YTD | +1.5% | -39.8% | +41.2% | +5.0% |
| 1Y | +4.8% | -37.4% | +42.2% | +7.8% |
| 3Y | +30.4% | +53.1% | -22.8% | +19.8% |
| 5Y | +7.3% | -47.2% | +54.5% | +8.0% |
| 10Y | +29.7% | +174.3% | -144.6% | +11.3% |
| All | +29.7% | +175.4% | -145.7% | +11.3% |
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