+130.0%
FDS vs PEGA
+99.2%
+30.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.6% | +0.6% |
| 7D | -5.0% | -10.0% | +5.0% | -2.4% |
| 30D | +13.8% | -12.7% | +26.4% | +17.6% |
| 3M | +14.8% | -4.6% | +19.4% | +16.2% |
| 6M | +47.4% | -13.1% | +60.5% | +52.2% |
| YTD | +14.2% | -47.6% | +61.7% | +31.0% |
| 1Y | +26.6% | -47.0% | +73.7% | +44.7% |
| 3Y | -24.4% | +42.0% | -66.4% | -36.6% |
| 5Y | -22.6% | -47.8% | +25.2% | -15.9% |
| 10Y | +130.0% | +92.0% | +38.0% | +68.8% |
| All | +130.0% | +99.2% | +30.8% | +68.8% |
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