+26.4%
EWJ vs PEGA
-36.0%
+62.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +2.2% |
| 7D | +0.3% | -3.0% | +3.3% | +0.3% |
| 30D | +0.8% | +15.9% | -15.1% | +0.5% |
| 3M | +7.5% | +10.8% | -3.3% | +7.5% |
| 6M | +15.6% | -16.5% | +32.1% | +17.2% |
| YTD | +22.7% | -39.0% | +61.8% | +26.3% |
| 1Y | +26.4% | -37.3% | +63.7% | +28.9% |
| All | +26.4% | -36.0% | +62.5% | +28.9% |
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