+352.7%
FERG vs PEGA
+170.9%
+181.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.1% |
| 7D | +0.9% | -6.1% | +7.0% | +1.7% |
| 30D | -15.1% | +6.4% | -21.5% | -15.8% |
| 3M | -4.8% | +2.9% | -7.8% | -5.7% |
| 6M | -2.5% | -23.8% | +21.4% | +0.2% |
| YTD | +1.8% | -41.1% | +42.9% | +7.7% |
| 1Y | -0.3% | -38.2% | +37.9% | +4.3% |
| 3Y | +52.9% | +49.8% | +3.1% | +37.2% |
| 5Y | +69.3% | -48.0% | +117.3% | +60.4% |
| 10Y | +352.7% | +173.1% | +179.5% | +308.4% |
| All | +352.7% | +170.9% | +181.8% | +308.4% |
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