+290.8%
EWY vs PEGA
+180.6%
+110.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.0% | -6.2% | -4.6% |
| 7D | +1.2% | -5.3% | +6.5% | +2.2% |
| 30D | +9.3% | +8.3% | +1.0% | +7.4% |
| 3M | +2.4% | +8.9% | -6.5% | -0.5% |
| 6M | +40.3% | -19.7% | +60.0% | +44.4% |
| YTD | +88.0% | -39.9% | +127.9% | +103.6% |
| 1Y | +143.8% | -36.4% | +180.2% | +159.5% |
| 3Y | +217.8% | +52.8% | +165.0% | +156.7% |
| 5Y | +142.7% | -45.7% | +188.4% | +157.0% |
| All | +290.8% | +180.6% | +110.2% | +148.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling