+58.7%
FBTC vs PEGA
+33.2%
+25.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -6.8% | -8.6% | +1.9% | -5.5% |
| 30D | -9.9% | -10.1% | +0.2% | -8.5% |
| 3M | +17.5% | -4.7% | +22.2% | +18.0% |
| 6M | -9.1% | -8.0% | -1.1% | -8.6% |
| YTD | -14.9% | -47.1% | +32.2% | -7.3% |
| 1Y | -27.6% | -47.5% | +19.9% | -21.1% |
| All | +58.7% | +33.2% | +25.6% | +47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling