+221.8%
FXI vs PEGA
+2,198.5%
-1,976.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.8% |
| 7D | +1.0% | +3.3% | -2.2% | +0.2% |
| 30D | -0.6% | +17.7% | -18.3% | -4.7% |
| 3M | +1.9% | +5.8% | -3.9% | -0.5% |
| 6M | -0.2% | -20.3% | +20.1% | +3.7% |
| YTD | -5.6% | -37.1% | +31.6% | +2.7% |
| 1Y | -4.7% | -30.2% | +25.5% | +0.3% |
| 3Y | +38.0% | +48.1% | -10.1% | +10.5% |
| 5Y | -2.7% | -46.8% | +44.1% | -1.9% |
| 10Y | +19.9% | +191.3% | -171.4% | -30.6% |
| All | +221.8% | +2,198.5% | -1,976.7% | -27.7% |
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