+107.2%
FAST vs PEGA
-46.5%
+153.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.7% | +0.8% |
| 7D | -0.4% | +3.3% | -3.7% | -0.7% |
| 30D | -0.8% | +17.7% | -18.5% | -2.5% |
| 3M | +5.8% | +5.8% | 0.0% | +4.7% |
| 6M | +8.0% | -20.3% | +28.2% | +9.9% |
| YTD | +25.6% | -37.1% | +62.8% | +31.0% |
| 1Y | +0.8% | -30.2% | +31.0% | +3.3% |
| 3Y | +86.1% | +48.1% | +38.0% | +63.5% |
| All | +107.2% | -46.5% | +153.6% | +119.0% |
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