+181.9%
FANG vs PEGA
+184.6%
-2.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.5% |
| 7D | +2.9% | -3.0% | +5.9% | +3.4% |
| 30D | +2.6% | +15.9% | -13.3% | -0.4% |
| 3M | +7.6% | +10.8% | -3.3% | +4.5% |
| 6M | +17.3% | -16.5% | +33.8% | +19.7% |
| YTD | +38.7% | -39.0% | +77.7% | +49.6% |
| 1Y | +51.6% | -37.3% | +88.9% | +61.4% |
| 3Y | +50.0% | +59.2% | -9.2% | +18.8% |
| 5Y | +237.6% | -44.9% | +282.4% | +266.0% |
| All | +181.9% | +184.6% | -2.7% | +69.6% |
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