+4.1%
EWZ vs PEGA
-47.6%
+51.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.9% | +5.9% | +1.9% |
| 7D | +1.4% | -10.0% | +11.4% | +1.2% |
| 30D | -25.1% | -12.7% | -12.4% | -25.3% |
| 3M | -7.7% | -4.6% | -3.1% | -7.8% |
| 6M | -15.8% | -13.1% | -2.8% | -15.6% |
| YTD | +3.6% | -47.6% | +51.2% | +1.6% |
| All | +4.1% | -47.6% | +51.7% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling