+101.2%
FFIV vs PEGA
+43.4%
+57.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +0.3% |
| 7D | -8.1% | -4.5% | -3.6% | -7.5% |
| 30D | -33.4% | -5.7% | -27.7% | -32.8% |
| 3M | -24.7% | +2.6% | -27.3% | -25.4% |
| 6M | -8.8% | -10.6% | +1.7% | -8.1% |
| YTD | +21.8% | -45.5% | +67.3% | +33.3% |
| 1Y | +25.3% | -44.8% | +70.1% | +36.7% |
| 3Y | +101.2% | +45.5% | +55.6% | +85.7% |
| All | +101.2% | +43.4% | +57.7% | +85.7% |
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