+11,083.0%
FDS vs PEGA
+1,035.4%
+10,047.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.5% | -0.2% | -3.3% |
| 7D | -0.5% | -4.5% | +4.0% | 0.0% |
| 30D | +20.2% | -5.7% | +25.9% | +21.0% |
| 3M | +19.9% | +2.6% | +17.3% | +19.6% |
| 6M | +56.2% | -10.6% | +66.8% | +58.1% |
| YTD | +14.6% | -45.5% | +60.0% | +21.7% |
| 1Y | +31.6% | -44.8% | +76.4% | +39.6% |
| 3Y | -23.8% | +45.5% | -69.4% | -28.6% |
| 5Y | -22.6% | -45.3% | +22.7% | -21.8% |
| 10Y | +139.3% | +102.4% | +37.0% | +113.8% |
| All | +11,083.0% | +1,035.4% | +10,047.6% | +7,760.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling