+130.1%
FDS vs PEGA
+97.3%
+32.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | 0.0% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | +14.8% | -4.1% | +19.0% | +16.0% |
| 3M | +16.3% | -2.8% | +19.1% | +17.2% |
| 6M | +66.2% | -0.4% | +66.7% | +66.1% |
| YTD | +16.2% | -45.4% | +61.6% | +32.0% |
| 1Y | +21.8% | -42.6% | +64.5% | +36.7% |
| 3Y | -23.9% | +45.4% | -69.3% | -36.5% |
| 5Y | -23.1% | -44.6% | +21.5% | -17.8% |
| All | +130.1% | +97.3% | +32.8% | +66.7% |
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