+499.9%
FAST vs PEGA
+191.4%
+308.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.7% | +0.9% |
| 7D | -0.4% | +3.3% | -3.7% | -0.9% |
| 30D | -0.8% | +17.7% | -18.5% | -3.7% |
| 3M | +5.8% | +5.8% | 0.0% | +4.0% |
| 6M | +8.0% | -20.3% | +28.2% | +11.0% |
| YTD | +25.6% | -37.1% | +62.8% | +34.0% |
| 1Y | +0.8% | -30.2% | +31.0% | +4.6% |
| 3Y | +86.1% | +48.1% | +38.0% | +53.2% |
| 5Y | +100.2% | -46.8% | +147.0% | +111.6% |
| All | +499.9% | +191.4% | +308.4% | +286.5% |
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 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