+571.3%
FE vs PEGA
+672.4%
-101.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -1.3% |
| 7D | -1.0% | -4.5% | +3.5% | -0.8% |
| 30D | +4.1% | -5.7% | +9.8% | +4.4% |
| 3M | -1.0% | +2.6% | -3.6% | -1.2% |
| 6M | +4.0% | -10.6% | +14.6% | +4.2% |
| YTD | +6.8% | -45.5% | +52.3% | +9.2% |
| 1Y | +5.3% | -44.8% | +50.1% | +7.5% |
| 3Y | +44.6% | +45.5% | -1.0% | +39.0% |
| 5Y | +44.2% | -45.3% | +89.5% | +43.4% |
| 10Y | +107.3% | +102.4% | +4.9% | +94.0% |
| All | +571.3% | +672.4% | -101.1% | +477.8% |
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 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