+105.3%
FAST vs PEGA
-44.5%
+149.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.9% | -0.8% |
| 7D | +4.2% | +0.1% | +4.1% | +4.1% |
| 30D | +6.7% | -4.1% | +10.8% | +7.0% |
| 3M | +8.0% | -2.8% | +10.9% | +8.1% |
| 6M | +27.4% | -0.4% | +27.9% | +26.6% |
| YTD | +40.5% | -45.4% | +85.9% | +48.2% |
| 1Y | +38.4% | -42.6% | +81.0% | +44.9% |
| 3Y | +98.7% | +45.4% | +53.3% | +73.1% |
| All | +105.3% | -44.5% | +149.8% | +108.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling