+276.3%
FHN vs PEGA
+1,036.4%
-760.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.1% | +0.1% |
| 7D | -1.0% | -4.5% | +3.5% | -0.4% |
| 30D | +0.2% | -5.7% | +5.9% | +0.8% |
| 3M | -9.0% | +2.7% | -11.6% | -9.5% |
| 6M | -6.8% | -10.5% | +3.7% | -6.3% |
| YTD | -1.5% | -45.4% | +43.9% | +4.2% |
| 1Y | +10.9% | -44.7% | +55.7% | +17.1% |
| 3Y | +119.4% | +45.7% | +73.7% | +102.0% |
| 5Y | +57.5% | -45.3% | +102.8% | +58.1% |
| 10Y | +114.1% | +102.6% | +11.6% | +86.7% |
| All | +276.3% | +1,036.4% | -760.1% | +137.0% |
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