+549.2%
EME vs PEGA
-48.2%
+597.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.3% | -2.2% |
| 7D | +2.7% | -6.1% | +8.9% | +3.5% |
| 30D | -6.8% | +6.4% | -13.2% | -7.6% |
| 3M | -8.8% | +2.9% | -11.7% | -9.7% |
| 6M | +5.0% | -23.8% | +28.8% | +8.2% |
| YTD | +23.5% | -41.1% | +64.6% | +31.7% |
| 1Y | +21.3% | -38.2% | +59.5% | +27.7% |
| 3Y | +241.1% | +49.8% | +191.2% | +202.9% |
| 5Y | +549.2% | -48.0% | +597.2% | +586.9% |
| All | +549.2% | -48.2% | +597.3% | +586.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling