+43.6%
EWZ vs PEGA
+101.6%
-58.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.2% | +1.4% |
| 7D | -1.5% | -4.5% | +3.0% | -0.6% |
| 30D | -24.5% | -5.7% | -18.8% | -23.8% |
| 3M | -10.7% | +2.7% | -13.4% | -11.7% |
| 6M | -19.1% | -10.5% | -8.6% | -18.5% |
| YTD | +1.6% | -45.4% | +47.1% | +12.2% |
| 1Y | +4.3% | -44.7% | +49.0% | +14.6% |
| 3Y | +19.0% | +45.7% | -26.7% | -4.4% |
| 5Y | +57.7% | -45.3% | +102.9% | +72.7% |
| All | +43.6% | +101.6% | -58.1% | -1.2% |
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