+153.3%
EWY vs PEGA
-48.2%
+201.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.6% | +0.7% |
| 7D | +6.7% | -6.1% | +12.8% | +7.4% |
| 30D | +17.0% | +6.4% | +10.6% | +16.0% |
| 3M | +3.7% | +2.9% | +0.7% | +2.8% |
| 6M | +42.5% | -23.8% | +66.3% | +46.7% |
| YTD | +96.2% | -41.1% | +137.3% | +108.0% |
| 1Y | +160.4% | -38.2% | +198.6% | +173.3% |
| 3Y | +231.7% | +49.8% | +181.8% | +191.1% |
| 5Y | +153.3% | -48.0% | +201.3% | +175.5% |
| All | +153.3% | -48.2% | +201.5% | +175.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling