+164.3%
EWY vs PEGA
-30.0%
+194.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +4.6% |
| 7D | +4.8% | +3.3% | +1.5% | +5.0% |
| 30D | +11.7% | +17.7% | -6.1% | +12.7% |
| 3M | -7.4% | +5.8% | -13.2% | -5.0% |
| 6M | +40.6% | -20.3% | +60.8% | +45.8% |
| YTD | +94.3% | -37.1% | +131.4% | +105.3% |
| 1Y | +164.3% | -30.2% | +194.5% | +177.1% |
| All | +164.3% | -30.0% | +194.3% | +177.1% |
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 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