+83.4%
EMR vs PEGA
-45.3%
+128.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +0.3% |
| 7D | -1.6% | -4.5% | +2.9% | -1.0% |
| 30D | +2.0% | -5.7% | +7.6% | +2.6% |
| 3M | +3.8% | +2.7% | +1.2% | +3.0% |
| 6M | +10.5% | -10.5% | +21.0% | +11.1% |
| YTD | +23.7% | -45.4% | +69.1% | +32.6% |
| 1Y | +25.4% | -44.7% | +70.1% | +34.1% |
| 3Y | +86.6% | +45.7% | +40.9% | +69.7% |
| All | +83.4% | -45.3% | +128.6% | +88.4% |
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