+1,236.8%
EWY vs PEGA
+1,693.5%
-456.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +4.8% |
| 7D | +4.8% | +3.3% | +1.5% | +4.3% |
| 30D | +11.7% | +17.7% | -6.1% | +8.6% |
| 3M | -7.4% | +5.8% | -13.2% | -9.2% |
| 6M | +40.6% | -20.3% | +60.8% | +43.7% |
| YTD | +94.3% | -37.1% | +131.4% | +104.7% |
| 1Y | +164.3% | -30.2% | +194.5% | +172.7% |
| 3Y | +221.0% | +48.1% | +172.9% | +181.0% |
| 5Y | +139.1% | -46.8% | +185.9% | +138.9% |
| 10Y | +298.8% | +191.3% | +107.5% | +200.0% |
| All | +1,236.8% | +1,693.5% | -456.6% | +599.7% |
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