+92.9%
FFIV vs PEGA
-46.5%
+139.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.2% |
| 7D | -1.0% | +3.3% | -4.2% | -1.6% |
| 30D | -5.1% | +17.7% | -22.8% | -8.3% |
| 3M | -4.5% | +5.8% | -10.2% | -6.3% |
| 6M | +36.5% | -20.3% | +56.7% | +41.3% |
| YTD | +53.0% | -37.1% | +90.1% | +65.5% |
| 1Y | +24.2% | -30.2% | +54.4% | +30.9% |
| 3Y | +137.2% | +48.1% | +89.1% | +102.6% |
| All | +92.9% | -46.5% | +139.4% | +110.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling