+66.3%
EWJ vs PEGA
+41.6%
+24.6%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.4% | +1.9% |
| 7D | -1.9% | -8.6% | +6.8% | -1.2% |
| 30D | -5.3% | -10.1% | +4.7% | -4.7% |
| 3M | -4.3% | -4.7% | +0.4% | -4.2% |
| 6M | +0.4% | -8.0% | +8.4% | +0.6% |
| YTD | +14.7% | -47.1% | +61.9% | +20.7% |
| 1Y | +14.7% | -47.5% | +62.2% | +20.6% |
| All | +66.3% | +41.6% | +24.6% | +55.1% |
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