+102.2%
FE vs PEGA
+101.4%
+0.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -1.1% |
| 7D | -1.0% | -4.5% | +3.5% | -0.6% |
| 30D | +4.1% | -5.7% | +9.8% | +4.6% |
| 3M | -1.0% | +2.6% | -3.6% | -1.5% |
| 6M | +4.0% | -10.6% | +14.6% | +4.5% |
| YTD | +6.8% | -45.5% | +52.3% | +12.1% |
| 1Y | +5.3% | -44.8% | +50.1% | +10.2% |
| 3Y | +44.6% | +45.5% | -1.0% | +28.3% |
| 5Y | +44.2% | -45.3% | +89.5% | +48.0% |
| All | +102.2% | +101.4% | +0.8% | +70.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling