+97.9%
FHN vs PEGA
+99.2%
-1.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.9% | +6.0% | +3.0% |
| 7D | -0.5% | -10.0% | +9.5% | +2.0% |
| 30D | +1.9% | -12.7% | +14.6% | +5.0% |
| 3M | -6.9% | -4.6% | -2.4% | -6.6% |
| 6M | -3.1% | -13.1% | +10.0% | -1.5% |
| YTD | +0.6% | -47.6% | +48.2% | +14.2% |
| 1Y | +12.4% | -47.0% | +59.4% | +27.0% |
| 3Y | +133.7% | +42.0% | +91.7% | +88.3% |
| 5Y | +61.4% | -47.8% | +109.2% | +76.4% |
| 10Y | +97.9% | +92.0% | +5.9% | +40.5% |
| All | +97.9% | +99.2% | -1.3% | +40.5% |
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