+55.0%
EWZ vs PEGA
-46.5%
+101.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.6% |
| 7D | +6.5% | +3.3% | +3.2% | +6.2% |
| 30D | +4.8% | +17.7% | -12.9% | +3.5% |
| 3M | +9.9% | +5.8% | +4.1% | +9.1% |
| 6M | +1.9% | -20.3% | +22.2% | +3.5% |
| YTD | +20.3% | -37.1% | +57.4% | +24.4% |
| 1Y | +35.6% | -30.2% | +65.8% | +38.4% |
| 3Y | +43.4% | +48.1% | -4.7% | +33.5% |
| All | +55.0% | -46.5% | +101.5% | +86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling