+137.6%
EWJ vs PEGA
+1,037.5%
-899.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.2% |
| 7D | +4.0% | +0.1% | +3.9% | +3.9% |
| 30D | -4.3% | -4.1% | -0.1% | -4.0% |
| 3M | -6.8% | -2.8% | -4.0% | -6.8% |
| 6M | -0.9% | -0.4% | -0.5% | -1.4% |
| YTD | +14.3% | -45.4% | +59.7% | +18.4% |
| 1Y | +15.3% | -42.6% | +57.9% | +19.0% |
| 3Y | +65.6% | +45.4% | +20.2% | +56.7% |
| 5Y | +47.5% | -44.6% | +92.1% | +46.9% |
| 10Y | +126.2% | +91.2% | +35.0% | +105.5% |
| All | +137.6% | +1,037.5% | -899.8% | +74.9% |
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 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