+18.0%
EME vs PEGA
-30.0%
+48.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.6% |
| 7D | +1.9% | +3.3% | -1.4% | +2.3% |
| 30D | -8.3% | +17.7% | -26.0% | -6.2% |
| 3M | -10.7% | +5.8% | -16.5% | -8.4% |
| 6M | +1.9% | -20.3% | +22.2% | +3.0% |
| YTD | +23.5% | -37.1% | +60.6% | +24.1% |
| 1Y | +18.0% | -30.2% | +48.2% | +18.8% |
| All | +18.0% | -30.0% | +48.0% | +18.8% |
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