-20.7%
FBTC vs PEGA
-44.4%
+23.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | -1.8% | -2.9% | +1.1% | -1.3% |
| 30D | -6.6% | -0.5% | -6.1% | -6.8% |
| 3M | +24.5% | +8.5% | +16.0% | +22.3% |
| 6M | -0.2% | -6.3% | +6.1% | +0.9% |
| YTD | -8.7% | -42.2% | +33.5% | -0.2% |
| 1Y | -20.7% | -43.4% | +22.7% | -11.1% |
| All | -20.7% | -44.4% | +23.7% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling