+4.7%
EMB vs PEGA
-38.8%
+43.5%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +1.9% | -0.2% |
| 7D | 0.0% | -6.1% | +6.2% | +0.1% |
| 30D | -0.3% | +6.4% | -6.7% | -0.4% |
| 3M | -0.3% | +2.9% | -3.2% | -0.4% |
| 6M | +0.7% | -23.8% | +24.6% | +1.0% |
| YTD | +1.3% | -41.1% | +42.3% | +1.8% |
| 1Y | +4.7% | -38.2% | +42.9% | +5.1% |
| All | +4.7% | -38.8% | +43.5% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling