+30.6%
EMB vs PEGA
+55.9%
-25.3%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | 0.0% | +3.3% | -3.3% | -0.1% |
| 30D | -0.3% | +17.7% | -18.0% | -0.9% |
| 3M | -0.4% | +5.8% | -6.2% | -0.8% |
| 6M | +0.1% | -20.3% | +20.4% | +0.8% |
| YTD | +1.6% | -37.1% | +38.7% | +3.2% |
| 1Y | +5.6% | -30.2% | +35.8% | +6.6% |
| All | +30.6% | +55.9% | -25.3% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling