+69.8%
EWJ vs PEGA
+49.1%
+20.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.8% |
| 7D | +1.0% | -6.1% | +7.1% | +1.5% |
| 30D | +1.0% | +6.4% | -5.4% | +0.4% |
| 3M | +7.2% | +2.9% | +4.3% | +6.7% |
| 6M | +13.9% | -23.8% | +37.7% | +16.4% |
| YTD | +20.8% | -41.1% | +61.9% | +26.2% |
| 1Y | +26.4% | -38.2% | +64.6% | +31.0% |
| All | +69.8% | +49.1% | +20.7% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling