+1,344.7%
EME vs PEGA
+184.6%
+1,160.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.9% | +4.0% |
| 7D | +3.5% | -3.0% | +6.5% | +4.1% |
| 30D | -6.3% | +15.9% | -22.2% | -9.3% |
| 3M | -3.8% | +10.8% | -14.6% | -7.1% |
| 6M | +8.5% | -16.5% | +25.0% | +10.8% |
| YTD | +27.8% | -39.0% | +66.8% | +38.8% |
| 1Y | +22.2% | -37.3% | +59.5% | +30.9% |
| 3Y | +253.5% | +59.2% | +194.3% | +182.6% |
| 5Y | +578.6% | -44.9% | +623.5% | +625.8% |
| All | +1,344.7% | +184.6% | +1,160.0% | +760.4% |
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