+66.4%
FBTC vs PEGA
+48.5%
+18.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.1% |
| 7D | +1.1% | -6.1% | +7.3% | +2.2% |
| 30D | +22.3% | +6.4% | +15.9% | +21.0% |
| 3M | +26.0% | +2.9% | +23.1% | +24.8% |
| 6M | +13.2% | -23.8% | +37.0% | +17.5% |
| YTD | -10.7% | -41.1% | +30.3% | -4.2% |
| 1Y | -30.0% | -38.2% | +8.3% | -25.5% |
| All | +66.4% | +48.5% | +18.0% | +51.9% |
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