-3.9%
FXI vs PEGA
-45.7%
+41.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | +1.0% | +3.3% | -2.2% | +0.6% |
| 30D | -0.6% | +17.7% | -18.3% | -2.8% |
| 3M | +1.9% | +5.8% | -3.9% | +0.7% |
| 6M | -0.2% | -20.3% | +20.1% | +2.1% |
| YTD | -5.6% | -37.1% | +31.6% | -0.7% |
| 1Y | -4.7% | -30.2% | +25.5% | -1.7% |
| 3Y | +38.0% | +48.1% | -10.1% | +20.7% |
| All | -3.9% | -45.7% | +41.8% | +6.3% |
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