+131.7%
EMB vs PEGA
+1,286.0%
-1,154.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | 0.0% | +3.3% | -3.3% | -0.2% |
| 30D | -0.3% | +17.7% | -18.0% | -1.2% |
| 3M | -0.4% | +5.8% | -6.2% | -0.9% |
| 6M | +0.1% | -20.3% | +20.4% | +1.0% |
| YTD | +1.6% | -37.1% | +38.7% | +3.6% |
| 1Y | +5.6% | -30.2% | +35.8% | +6.9% |
| 3Y | +29.8% | +48.1% | -18.3% | +24.1% |
| 5Y | +7.3% | -46.8% | +54.1% | +6.3% |
| 10Y | +30.4% | +191.3% | -160.9% | +20.7% |
| All | +131.7% | +1,286.0% | -1,154.3% | +107.1% |
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 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