+4,172.3%
FFIV vs PEGA
+1,529.7%
+2,642.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.9% | +6.1% | +3.1% |
| 7D | -2.1% | -10.0% | +7.9% | +0.2% |
| 30D | -33.8% | -12.7% | -21.1% | -31.8% |
| 3M | -20.6% | -4.6% | -16.0% | -20.3% |
| 6M | -10.2% | -13.1% | +2.8% | -8.9% |
| YTD | +24.5% | -47.6% | +72.1% | +40.1% |
| 1Y | +29.3% | -47.0% | +76.3% | +45.0% |
| 3Y | +103.8% | +42.0% | +61.8% | +73.0% |
| 5Y | +40.9% | -47.8% | +88.7% | +43.3% |
| 10Y | +126.6% | +92.0% | +34.6% | +66.4% |
| All | +4,172.3% | +1,529.7% | +2,642.6% | +1,187.7% |
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 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