+284.3%
FHN vs PEGA
+991.9%
-707.6%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.9% | +6.0% | +2.6% |
| 7D | -0.5% | -10.0% | +9.5% | +0.8% |
| 30D | +1.9% | -12.7% | +14.6% | +3.5% |
| 3M | -6.9% | -4.6% | -2.4% | -6.7% |
| 6M | -3.1% | -13.1% | +10.0% | -2.2% |
| YTD | +0.6% | -47.6% | +48.2% | +6.9% |
| 1Y | +12.4% | -47.0% | +59.4% | +19.2% |
| 3Y | +133.7% | +42.0% | +91.7% | +115.8% |
| 5Y | +61.4% | -47.8% | +109.2% | +62.8% |
| 10Y | +97.9% | +92.0% | +5.9% | +73.5% |
| All | +284.3% | +991.9% | -707.6% | +143.1% |
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