+25.5%
FDS vs PEGA
-47.6%
+73.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.6% | +1.6% |
| 7D | -5.0% | -10.0% | +5.0% | +0.1% |
| 30D | +13.8% | -12.7% | +26.4% | +21.4% |
| 3M | +14.8% | -4.6% | +19.4% | +17.3% |
| 6M | +47.4% | -13.1% | +60.5% | +55.0% |
| YTD | +14.2% | -47.6% | +61.7% | +36.8% |
| All | +25.5% | -47.6% | +73.0% | +51.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling