+346.7%
EWZ vs PEGA
+2,804.7%
-2,458.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.2% |
| 7D | -4.2% | -1.6% | -2.6% | -3.9% |
| 30D | -26.1% | -3.0% | -23.2% | -25.9% |
| 3M | -12.0% | +5.8% | -17.9% | -13.2% |
| 6M | -19.3% | -8.8% | -10.4% | -19.0% |
| YTD | +0.9% | -43.5% | +44.4% | +8.2% |
| 1Y | +3.4% | -43.4% | +46.8% | +10.6% |
| 3Y | +18.6% | +48.6% | -30.0% | +3.5% |
| 5Y | +56.6% | -43.3% | +99.9% | +54.2% |
| 10Y | +50.3% | +109.7% | -59.4% | +19.5% |
| All | +346.7% | +2,804.7% | -2,458.0% | +143.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling