+105.0%
FAST vs PEGA
-43.7%
+148.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.4% |
| 7D | +0.7% | -1.6% | +2.2% | +0.8% |
| 30D | +4.6% | -3.0% | +7.6% | +4.8% |
| 3M | +6.4% | +5.8% | +0.6% | +5.5% |
| 6M | +20.6% | -8.8% | +29.4% | +20.9% |
| YTD | +34.7% | -43.5% | +78.2% | +41.6% |
| 1Y | +29.7% | -43.4% | +73.1% | +36.2% |
| 3Y | +89.9% | +48.6% | +41.3% | +65.4% |
| 5Y | +105.0% | -43.3% | +148.3% | +109.1% |
| All | +105.0% | -43.7% | +148.6% | +109.1% |
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