+20,845.3%
EME vs PEGA
+1,209.2%
+19,636.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.8% |
| 7D | +1.9% | +3.3% | -1.4% | +1.5% |
| 30D | -8.3% | +17.7% | -26.0% | -10.0% |
| 3M | -10.7% | +5.8% | -16.5% | -11.9% |
| 6M | +1.9% | -20.3% | +22.2% | +3.4% |
| YTD | +23.5% | -37.1% | +60.6% | +27.9% |
| 1Y | +18.0% | -30.2% | +48.2% | +20.3% |
| 3Y | +236.1% | +48.1% | +188.0% | +209.8% |
| 5Y | +527.9% | -46.8% | +574.7% | +529.3% |
| 10Y | +1,252.8% | +191.3% | +1,061.5% | +1,041.4% |
| All | +20,845.3% | +1,209.2% | +19,636.1% | +14,477.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling