+10,198.7%
FDS vs PEGA
+1,209.2%
+8,989.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.6% | -3.4% |
| 7D | -1.9% | +3.3% | -5.2% | -2.2% |
| 30D | +9.0% | +17.7% | -8.7% | +7.1% |
| 3M | +18.9% | +5.8% | +13.1% | +18.0% |
| 6M | +35.1% | -20.3% | +55.4% | +38.2% |
| YTD | +5.5% | -37.1% | +42.6% | +10.4% |
| 1Y | -16.8% | -30.2% | +13.4% | -14.1% |
| 3Y | -28.1% | +48.1% | -76.2% | -32.8% |
| 5Y | -17.4% | -46.8% | +29.4% | -16.6% |
| 10Y | +85.4% | +191.3% | -105.9% | +60.0% |
| All | +10,198.7% | +1,209.2% | +8,989.5% | +7,026.6% |
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