+18,222.2%
EME vs PEGA
+1,037.5%
+17,184.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.6% |
| 7D | +8.4% | +0.1% | +8.3% | +8.3% |
| 30D | -11.5% | -4.1% | -7.4% | -11.2% |
| 3M | -20.6% | -2.8% | -17.8% | -20.7% |
| 6M | -28.5% | -0.4% | -28.0% | -29.2% |
| YTD | +8.0% | -45.4% | +53.4% | +13.2% |
| 1Y | +6.8% | -42.6% | +49.4% | +11.3% |
| 3Y | +213.9% | +45.4% | +168.5% | +189.2% |
| 5Y | +414.8% | -44.6% | +459.4% | +412.8% |
| 10Y | +916.9% | +91.2% | +825.8% | +791.7% |
| All | +18,222.2% | +1,037.5% | +17,184.8% | +12,810.6% |
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