+11.9%
FE vs PEGA
-30.0%
+41.9%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.6% |
| 7D | +1.9% | +3.3% | -1.4% | +2.0% |
| 30D | -1.2% | +17.7% | -18.9% | -0.9% |
| 3M | +3.5% | +5.8% | -2.3% | +3.7% |
| 6M | -6.1% | -20.3% | +14.2% | -5.7% |
| YTD | +7.6% | -37.1% | +44.8% | +6.7% |
| 1Y | +11.9% | -30.2% | +42.1% | +11.1% |
| All | +11.9% | -30.0% | +41.9% | +11.1% |
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