+1,348.4%
FERG vs PEGA
+351.6%
+996.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.4% |
| 7D | 0.0% | +3.3% | -3.3% | -0.3% |
| 30D | -10.2% | +17.7% | -27.9% | -11.5% |
| 3M | -0.6% | +5.8% | -6.4% | -1.4% |
| 6M | -6.5% | -20.3% | +13.7% | -5.2% |
| YTD | +4.2% | -37.1% | +41.3% | +7.6% |
| 1Y | -2.3% | -30.2% | +27.9% | -0.3% |
| 3Y | +48.5% | +48.1% | +0.4% | +39.4% |
| 5Y | +72.0% | -46.8% | +118.8% | +65.7% |
| 10Y | +369.9% | +191.3% | +178.6% | +328.3% |
| All | +1,348.4% | +351.6% | +996.9% | +1,202.1% |
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