+1,538.8%
EMR vs PEGA
+1,209.2%
+329.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.8% |
| 7D | -1.5% | +3.3% | -4.8% | -1.8% |
| 30D | -5.6% | +17.7% | -23.4% | -7.2% |
| 3M | +7.9% | +5.8% | +2.1% | +6.9% |
| 6M | +6.0% | -20.3% | +26.3% | +7.6% |
| YTD | +16.4% | -37.1% | +53.6% | +20.6% |
| 1Y | +16.6% | -30.2% | +46.8% | +19.3% |
| 3Y | +62.9% | +48.1% | +14.8% | +52.1% |
| 5Y | +60.1% | -46.8% | +106.9% | +60.8% |
| 10Y | +268.7% | +191.3% | +77.4% | +219.1% |
| All | +1,538.8% | +1,209.2% | +329.5% | +1,038.5% |
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 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