+910.6%
EWY vs PEGA
+1,458.2%
-547.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.0% |
| 7D | +4.2% | +0.1% | +4.1% | +4.1% |
| 30D | -10.7% | -4.1% | -6.5% | -10.3% |
| 3M | -20.1% | -2.8% | -17.2% | -20.1% |
| 6M | -24.3% | -0.4% | -23.9% | -25.4% |
| YTD | +46.9% | -45.4% | +92.2% | +57.5% |
| 1Y | +55.2% | -42.6% | +97.8% | +64.9% |
| 3Y | +157.0% | +45.4% | +111.5% | +124.6% |
| 5Y | +98.9% | -44.6% | +143.5% | +96.3% |
| 10Y | +226.3% | +91.2% | +135.1% | +161.0% |
| All | +910.6% | +1,458.2% | -547.6% | +438.4% |
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