+1,516.3%
FERG vs PEGA
+287.6%
+1,228.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.1% | -5.7% | -3.8% |
| 7D | +8.2% | -4.6% | +12.7% | +8.5% |
| 30D | +14.4% | -6.8% | +21.2% | +14.9% |
| 3M | +4.3% | +2.6% | +1.8% | +3.9% |
| 6M | +7.9% | -5.4% | +13.2% | +7.7% |
| YTD | +16.3% | -46.0% | +62.3% | +21.4% |
| 1Y | +2.2% | -45.6% | +47.9% | +6.7% |
| 3Y | +67.3% | +43.2% | +24.1% | +57.5% |
| 5Y | +75.3% | -45.3% | +120.6% | +69.7% |
| 10Y | +421.0% | +88.9% | +332.1% | +383.7% |
| All | +1,516.3% | +287.6% | +1,228.7% | +1,370.1% |
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