-23.9%
FDS vs PEGA
+46.3%
-70.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +15.8% |
| 3M | +16.3% | -2.8% | +19.1% | +17.1% |
| 6M | +66.2% | -0.4% | +66.7% | +66.2% |
| YTD | +16.2% | -45.4% | +61.6% | +23.7% |
| 1Y | +21.8% | -42.6% | +64.5% | +29.2% |
| 3Y | -23.9% | +45.4% | -69.3% | -25.2% |
| All | -23.9% | +46.3% | -70.2% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling