+277.4%
EMR vs PEGA
+170.9%
+106.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.7% |
| 7D | +0.9% | -6.1% | +7.0% | +2.2% |
| 30D | -5.0% | +6.4% | -11.3% | -6.4% |
| 3M | +5.9% | +2.9% | +3.0% | +4.2% |
| 6M | +7.3% | -23.8% | +31.2% | +12.1% |
| YTD | +14.6% | -41.1% | +55.6% | +25.7% |
| 1Y | +15.6% | -38.2% | +53.9% | +24.8% |
| 3Y | +60.2% | +49.8% | +10.3% | +32.5% |
| 5Y | +65.8% | -48.0% | +113.9% | +81.4% |
| 10Y | +277.4% | +173.1% | +104.2% | +145.5% |
| All | +277.4% | +170.9% | +106.5% | +145.5% |
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