+225.5%
FFIV vs PEGA
+175.4%
+50.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | +0.8% |
| 7D | -1.5% | -2.4% | +0.9% | -1.0% |
| 30D | -2.7% | +9.6% | -12.3% | -5.1% |
| 3M | -1.7% | +2.3% | -4.0% | -3.4% |
| 6M | +36.1% | -23.9% | +60.0% | +43.5% |
| YTD | +52.6% | -39.8% | +92.4% | +69.5% |
| 1Y | +21.5% | -37.4% | +58.9% | +32.9% |
| 3Y | +142.7% | +53.1% | +89.5% | +94.3% |
| 5Y | +92.6% | -47.2% | +139.8% | +105.8% |
| 10Y | +225.5% | +174.3% | +51.1% | +102.1% |
| All | +225.5% | +175.4% | +50.1% | +102.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling