+89.6%
FHN vs PEGA
+92.7%
-3.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.2% |
| 7D | +0.9% | -8.2% | +9.1% | +2.9% |
| 30D | +2.1% | -11.6% | +13.6% | +4.8% |
| 3M | -6.0% | -4.2% | -1.8% | -5.7% |
| 6M | -2.9% | -12.0% | +9.0% | -1.7% |
| YTD | +0.7% | -46.9% | +47.6% | +14.0% |
| 1Y | +11.0% | -47.0% | +58.0% | +25.5% |
| 3Y | +130.3% | +40.9% | +89.4% | +86.1% |
| 5Y | +61.3% | -45.4% | +106.7% | +73.3% |
| 10Y | +89.6% | +95.9% | -6.3% | +31.6% |
| All | +89.6% | +92.7% | -3.1% | +31.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling