+304.5%
FHN vs PEGA
+1,209.2%
-904.7%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +1.2% | +3.3% | -2.1% | +0.8% |
| 30D | -4.7% | +17.7% | -22.4% | -6.7% |
| 3M | +3.5% | +5.8% | -2.2% | +2.3% |
| 6M | +7.8% | -20.3% | +28.1% | +9.8% |
| YTD | +5.9% | -37.1% | +43.0% | +10.4% |
| 1Y | +12.5% | -30.2% | +42.7% | +15.5% |
| 3Y | +117.2% | +48.1% | +69.1% | +99.8% |
| 5Y | +86.5% | -46.8% | +133.3% | +87.9% |
| 10Y | +125.7% | +191.3% | -65.6% | +89.5% |
| All | +304.5% | +1,209.2% | -904.7% | +151.0% |
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