+215.5%
EME vs PEGA
+44.6%
+171.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.8% |
| 7D | +11.3% | -4.6% | +15.9% | +11.7% |
| 30D | -14.6% | -6.8% | -7.7% | -14.2% |
| 3M | -20.4% | +2.6% | -23.0% | -20.9% |
| 6M | -28.3% | -5.4% | -22.9% | -28.3% |
| YTD | +8.6% | -46.0% | +54.6% | +16.7% |
| 1Y | +3.2% | -45.6% | +48.9% | +10.8% |
| All | +215.5% | +44.6% | +171.0% | +198.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling