+108.7%
EWY vs PEGA
-45.8%
+154.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.2% |
| 7D | -2.8% | -8.6% | +5.8% | -2.0% |
| 30D | -13.1% | -10.1% | -3.0% | -12.3% |
| 3M | -11.6% | -4.7% | -6.9% | -11.6% |
| 6M | -23.4% | -8.0% | -15.4% | -23.3% |
| YTD | +52.0% | -47.1% | +99.2% | +62.3% |
| 1Y | +58.6% | -47.5% | +106.1% | +69.4% |
| 3Y | +163.3% | +40.2% | +123.1% | +132.2% |
| 5Y | +108.7% | -45.7% | +154.4% | +110.3% |
| All | +108.7% | -45.8% | +154.5% | +110.3% |
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