+55.0%
FERG vs PEGA
+48.1%
+7.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | -0.4% |
| 7D | +3.4% | -2.4% | +5.8% | +3.7% |
| 30D | -11.5% | +9.6% | -21.1% | -12.6% |
| 3M | +1.3% | +2.3% | -1.1% | +0.6% |
| 6M | -1.0% | -23.9% | +22.9% | +2.0% |
| YTD | +3.2% | -39.8% | +43.0% | +9.5% |
| 1Y | -3.0% | -37.4% | +34.4% | +1.8% |
| 3Y | +55.0% | +53.1% | +1.9% | +37.6% |
| All | +55.0% | +48.1% | +7.0% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling