+1,422.9%
FANG vs PEGA
+467.3%
+955.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.6% | +1.9% |
| 7D | -0.4% | -6.1% | +5.7% | +0.9% |
| 30D | +2.4% | +6.4% | -4.0% | +0.9% |
| 3M | +4.9% | +2.9% | +2.0% | +3.2% |
| 6M | +12.0% | -23.8% | +35.9% | +16.6% |
| YTD | +37.1% | -41.1% | +78.2% | +49.3% |
| 1Y | +52.3% | -38.2% | +90.5% | +62.8% |
| 3Y | +45.0% | +49.8% | -4.9% | +16.3% |
| 5Y | +231.0% | -48.0% | +279.0% | +246.9% |
| 10Y | +177.5% | +173.1% | +4.3% | +73.5% |
| All | +1,422.9% | +467.3% | +955.6% | +720.5% |
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