+101.7%
FFIV vs PEGA
+41.6%
+60.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | -2.9% | -8.6% | +5.7% | -1.5% |
| 30D | -32.4% | -10.1% | -22.3% | -31.3% |
| 3M | -22.7% | -4.7% | -18.0% | -22.5% |
| 6M | -10.7% | -8.0% | -2.7% | -10.5% |
| YTD | +25.4% | -47.1% | +72.5% | +37.8% |
| 1Y | +34.2% | -47.5% | +81.6% | +47.5% |
| All | +101.7% | +41.6% | +60.1% | +89.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling