+86.2%
FERG vs PEGA
-45.8%
+132.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.0% |
| 7D | +6.4% | -8.6% | +15.1% | +7.8% |
| 30D | +19.9% | -10.1% | +30.0% | +21.6% |
| 3M | +5.6% | -4.7% | +10.3% | +5.9% |
| 6M | +9.2% | -8.0% | +17.2% | +9.4% |
| YTD | +20.6% | -47.1% | +67.8% | +31.0% |
| 1Y | +5.7% | -47.5% | +53.1% | +14.8% |
| 3Y | +73.6% | +40.2% | +33.4% | +50.2% |
| 5Y | +86.2% | -45.7% | +132.0% | +72.4% |
| All | +86.2% | -45.8% | +132.0% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling