+20.0%
FXI vs PEGA
+94.5%
-74.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -1.9% | -8.6% | +6.7% | -0.3% |
| 30D | -0.6% | -10.1% | +9.4% | +1.2% |
| 3M | -4.9% | -4.7% | -0.1% | -4.5% |
| 6M | -8.8% | -8.0% | -0.8% | -8.5% |
| YTD | -10.7% | -47.1% | +36.4% | -1.5% |
| 1Y | -15.2% | -47.5% | +32.2% | -6.5% |
| 3Y | +42.5% | +40.2% | +2.2% | +17.9% |
| 5Y | -7.8% | -45.7% | +37.9% | -4.5% |
| 10Y | +20.0% | +85.1% | -65.1% | -11.1% |
| All | +20.0% | +94.5% | -74.5% | -11.1% |
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