+64.0%
FBTC vs PEGA
+51.4%
+12.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -1.8% |
| 7D | -5.8% | -5.3% | -0.5% | -5.0% |
| 30D | +21.4% | +8.3% | +13.1% | +19.8% |
| 3M | +24.5% | +8.9% | +15.5% | +22.1% |
| 6M | +9.9% | -19.7% | +29.6% | +13.1% |
| YTD | -12.0% | -39.9% | +27.9% | -5.9% |
| 1Y | -32.3% | -36.4% | +4.0% | -28.4% |
| All | +64.0% | +51.4% | +12.7% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling