+57.8%
EWZ vs PEGA
-45.3%
+103.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.2% | +0.9% |
| 7D | -1.5% | -4.5% | +3.0% | -1.2% |
| 30D | -24.5% | -5.7% | -18.8% | -24.3% |
| 3M | -10.7% | +2.6% | -13.3% | -11.1% |
| 6M | -19.1% | -10.6% | -8.5% | -18.8% |
| YTD | +1.6% | -45.5% | +47.1% | +6.0% |
| 1Y | +4.3% | -44.8% | +49.1% | +8.5% |
| 3Y | +19.0% | +45.5% | -26.6% | +11.1% |
| All | +57.8% | -45.3% | +103.1% | +75.3% |
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