+210.8%
FXI vs PEGA
+1,816.9%
-1,606.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | +0.1% |
| 7D | +4.4% | -10.0% | +14.3% | +7.0% |
| 30D | +1.2% | -12.7% | +13.9% | +4.4% |
| 3M | -4.2% | -4.6% | +0.4% | -3.7% |
| 6M | -6.2% | -13.1% | +6.9% | -4.6% |
| YTD | -8.8% | -47.6% | +38.8% | +3.3% |
| 1Y | -11.6% | -47.0% | +35.4% | -0.3% |
| 3Y | +45.1% | +42.0% | +3.1% | +16.6% |
| 5Y | -1.2% | -47.8% | +46.6% | -1.0% |
| 10Y | +20.1% | +92.0% | -71.9% | -22.1% |
| All | +210.8% | +1,816.9% | -1,606.1% | -27.3% |
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 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