-27.4%
FBTC vs PEGA
-45.2%
+17.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.1% | -6.5% | -4.7% |
| 7D | -6.3% | -4.6% | -1.7% | -5.6% |
| 30D | -14.3% | -6.8% | -7.5% | -13.4% |
| 3M | +12.6% | +2.6% | +10.0% | +11.7% |
| 6M | -11.8% | -5.4% | -6.5% | -11.5% |
| YTD | -18.6% | -46.0% | +27.4% | -10.9% |
| All | -27.4% | -45.2% | +17.8% | -21.0% |
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 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