+126.7%
EMB vs PEGA
+1,103.1%
-976.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.2% |
| 7D | -0.1% | -4.5% | +4.4% | +0.1% |
| 30D | +1.3% | -5.7% | +7.0% | +1.6% |
| 3M | -2.2% | +2.7% | -4.9% | -2.5% |
| 6M | -2.3% | -10.5% | +8.2% | -2.1% |
| YTD | -0.6% | -45.4% | +44.8% | +2.0% |
| 1Y | +0.5% | -44.7% | +45.2% | +3.0% |
| 3Y | +29.4% | +45.7% | -16.2% | +23.7% |
| 5Y | +6.5% | -45.3% | +51.8% | +5.4% |
| 10Y | +29.8% | +102.6% | -72.8% | +21.7% |
| All | +126.7% | +1,103.1% | -976.4% | +104.0% |
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 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