+18.2%
EWZ vs PEGA
+44.0%
-25.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.5% |
| 7D | +1.3% | -8.2% | +9.5% | +1.9% |
| 30D | -26.2% | -11.6% | -14.6% | -25.6% |
| 3M | -8.6% | -4.2% | -4.5% | -8.6% |
| 6M | -17.0% | -12.0% | -5.1% | -16.6% |
| YTD | +2.2% | -46.9% | +49.1% | +6.9% |
| 1Y | +2.7% | -47.0% | +49.7% | +7.3% |
| 3Y | +18.2% | +40.9% | -22.7% | +7.0% |
| All | +18.2% | +44.0% | -25.8% | +7.0% |
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 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