+78.3%
FDS vs PEGA
+175.4%
-97.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.2% | -0.1% | -3.3% |
| 7D | -5.4% | -2.4% | -3.0% | -4.8% |
| 30D | +1.6% | +9.6% | -8.0% | -0.6% |
| 3M | +17.7% | +2.3% | +15.4% | +16.7% |
| 6M | +29.1% | -23.9% | +53.0% | +36.5% |
| YTD | +1.0% | -39.8% | +40.7% | +11.8% |
| 1Y | -21.6% | -37.4% | +15.8% | -14.4% |
| 3Y | -30.1% | +53.1% | -83.3% | -42.3% |
| 5Y | -20.7% | -47.2% | +26.5% | -13.4% |
| 10Y | +78.3% | +174.3% | -96.1% | +18.9% |
| All | +78.3% | +175.4% | -97.1% | +18.9% |
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