+1,641.0%
EMR vs PEGA
+1,036.4%
+604.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +0.2% |
| 7D | -1.6% | -4.5% | +2.9% | -1.1% |
| 30D | +2.0% | -5.7% | +7.6% | +2.4% |
| 3M | +3.8% | +2.7% | +1.2% | +3.3% |
| 6M | +10.5% | -10.5% | +21.0% | +10.9% |
| YTD | +23.7% | -45.4% | +69.1% | +29.6% |
| 1Y | +25.4% | -44.7% | +70.1% | +31.2% |
| 3Y | +86.6% | +45.7% | +40.9% | +74.3% |
| 5Y | +83.0% | -45.3% | +128.3% | +83.2% |
| 10Y | +319.5% | +102.6% | +216.9% | +274.0% |
| All | +1,641.0% | +1,036.4% | +604.5% | +1,124.0% |
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