+15.6%
EMR vs PEGA
-38.8%
+54.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.1% |
| 7D | +0.9% | -6.1% | +7.0% | +1.3% |
| 30D | -5.0% | +6.4% | -11.3% | -5.4% |
| 3M | +5.9% | +2.9% | +3.0% | +5.9% |
| 6M | +7.3% | -23.8% | +31.2% | +10.7% |
| YTD | +14.6% | -41.1% | +55.6% | +21.8% |
| 1Y | +15.6% | -38.2% | +53.9% | +21.2% |
| All | +15.6% | -38.8% | +54.5% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling