+24.2%
FFIV vs PEGA
-30.0%
+54.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.3% |
| 7D | -1.0% | +3.3% | -4.2% | -1.4% |
| 30D | -5.1% | +17.7% | -22.8% | -7.3% |
| 3M | -4.5% | +5.8% | -10.2% | -5.3% |
| 6M | +36.5% | -20.3% | +56.7% | +41.5% |
| YTD | +53.0% | -37.1% | +90.1% | +66.8% |
| 1Y | +24.2% | -30.2% | +54.4% | +32.0% |
| All | +24.2% | -30.0% | +54.2% | +32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling