+19.2%
FXI vs PEGA
+97.3%
-78.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | -4.2% | +0.1% | -4.3% | -4.2% |
| 30D | -1.1% | -4.1% | +3.0% | -0.5% |
| 3M | -4.0% | -2.8% | -1.1% | -3.8% |
| 6M | -11.8% | -0.4% | -11.4% | -12.8% |
| YTD | -11.9% | -45.4% | +33.5% | -3.4% |
| 1Y | -16.1% | -42.6% | +26.5% | -9.0% |
| 3Y | +38.8% | +45.4% | -6.6% | +14.1% |
| 5Y | -9.1% | -44.6% | +35.5% | -6.0% |
| All | +19.2% | +97.3% | -78.2% | -12.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling