+877.5%
EME vs PEGA
+97.3%
+780.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.8% |
| 7D | +8.4% | +0.1% | +8.3% | +8.3% |
| 30D | -11.5% | -4.1% | -7.4% | -11.0% |
| 3M | -20.6% | -2.8% | -17.8% | -20.8% |
| 6M | -28.5% | -0.4% | -28.0% | -29.9% |
| YTD | +8.0% | -45.4% | +53.4% | +19.4% |
| 1Y | +6.8% | -42.6% | +49.4% | +16.4% |
| 3Y | +213.9% | +45.4% | +168.5% | +153.6% |
| 5Y | +414.8% | -44.6% | +459.4% | +439.3% |
| All | +877.5% | +97.3% | +780.1% | +506.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling