+154.5%
EWJ vs PEGA
+1,209.2%
-1,054.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.5% |
| 7D | +2.5% | +3.3% | -0.8% | +2.3% |
| 30D | +3.3% | +17.7% | -14.5% | +2.0% |
| 3M | +5.0% | +5.8% | -0.8% | +4.2% |
| 6M | +11.5% | -20.3% | +31.8% | +12.9% |
| YTD | +22.4% | -37.1% | +59.5% | +25.7% |
| 1Y | +30.2% | -30.2% | +60.4% | +32.4% |
| 3Y | +72.8% | +48.1% | +24.7% | +63.4% |
| 5Y | +54.1% | -46.8% | +100.9% | +54.1% |
| 10Y | +140.6% | +191.3% | -50.7% | +112.7% |
| All | +154.5% | +1,209.2% | -1,054.7% | +85.6% |
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