+356.3%
EWZ vs PEGA
+2,618.5%
-2,262.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +0.6% | -8.6% | +9.2% | +2.0% |
| 30D | -25.5% | -10.1% | -15.4% | -24.4% |
| 3M | -4.5% | -4.7% | +0.2% | -4.2% |
| 6M | -15.3% | -8.0% | -7.3% | -15.2% |
| YTD | +3.1% | -47.1% | +50.2% | +11.6% |
| 1Y | +1.2% | -47.5% | +48.7% | +9.5% |
| 3Y | +19.3% | +40.2% | -21.0% | +5.0% |
| 5Y | +52.3% | -45.7% | +98.0% | +50.9% |
| 10Y | +67.0% | +85.1% | -18.0% | +35.4% |
| All | +356.3% | +2,618.5% | -2,262.2% | +150.7% |
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