+5,150.0%
FFIV vs PEGA
+1,854.1%
+3,296.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.2% |
| 7D | -1.0% | +3.3% | -4.2% | -1.7% |
| 30D | -5.1% | +17.7% | -22.8% | -8.8% |
| 3M | -4.5% | +5.8% | -10.2% | -6.7% |
| 6M | +36.5% | -20.3% | +56.7% | +41.4% |
| YTD | +53.0% | -37.1% | +90.1% | +65.9% |
| 1Y | +24.2% | -30.2% | +54.4% | +30.9% |
| 3Y | +137.2% | +48.1% | +89.1% | +100.0% |
| 5Y | +91.8% | -46.8% | +138.6% | +95.0% |
| 10Y | +215.2% | +191.3% | +23.9% | +111.2% |
| All | +5,150.0% | +1,854.1% | +3,296.0% | +1,425.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling