+42.9%
FANG vs PEGA
-30.0%
+72.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.9% | -1.9% |
| 7D | +0.8% | +3.3% | -2.5% | +1.1% |
| 30D | +7.6% | +17.7% | -10.2% | +9.3% |
| 3M | -1.3% | +5.8% | -7.1% | -0.2% |
| 6M | +14.7% | -20.3% | +34.9% | +13.2% |
| YTD | +34.8% | -37.1% | +71.9% | +31.6% |
| 1Y | +42.9% | -30.2% | +73.1% | +41.8% |
| All | +42.9% | -30.0% | +72.9% | +41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling