+576.2%
FE vs PEGA
+790.6%
-214.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | +1.9% | +3.3% | -1.4% | +1.8% |
| 30D | -1.2% | +17.7% | -18.9% | -2.0% |
| 3M | +3.5% | +5.8% | -2.3% | +3.0% |
| 6M | -6.1% | -20.3% | +14.2% | -5.4% |
| YTD | +7.6% | -37.1% | +44.8% | +9.4% |
| 1Y | +11.9% | -30.2% | +42.1% | +13.0% |
| 3Y | +48.4% | +48.1% | +0.3% | +42.6% |
| 5Y | +44.8% | -46.8% | +91.6% | +44.3% |
| 10Y | +115.9% | +191.3% | -75.4% | +99.2% |
| All | +576.2% | +790.6% | -214.4% | +478.6% |
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