+548.6%
FAST vs PEGA
+94.5%
+454.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +4.3% | -8.6% | +12.9% | +5.8% |
| 30D | +8.3% | -10.1% | +18.4% | +10.0% |
| 3M | +6.5% | -4.7% | +11.2% | +6.8% |
| 6M | +29.5% | -8.0% | +37.5% | +29.7% |
| YTD | +41.3% | -47.1% | +88.4% | +54.7% |
| 1Y | +37.4% | -47.5% | +84.9% | +50.4% |
| 3Y | +98.5% | +40.2% | +58.3% | +62.6% |
| 5Y | +111.1% | -45.7% | +156.9% | +116.0% |
| 10Y | +548.6% | +85.1% | +463.5% | +374.8% |
| All | +548.6% | +94.5% | +454.1% | +374.8% |
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 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