+44.7%
EWZ vs PEGA
+49.4%
-4.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.6% |
| 7D | +6.5% | +3.3% | +3.2% | +6.3% |
| 30D | +4.8% | +17.7% | -12.9% | +3.6% |
| 3M | +9.9% | +5.8% | +4.1% | +9.3% |
| 6M | +1.9% | -20.3% | +22.2% | +3.7% |
| YTD | +20.3% | -37.1% | +57.4% | +24.9% |
| 1Y | +35.6% | -30.2% | +65.8% | +38.7% |
| All | +44.7% | +49.4% | -4.7% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling