+549.1%
FICO vs PEGA
+91.0%
+458.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +4.0% | -8.6% | +12.6% | +7.5% |
| 30D | -1.5% | -10.1% | +8.6% | +2.4% |
| 3M | -29.8% | -4.7% | -25.0% | -28.7% |
| 6M | -33.3% | -8.0% | -25.3% | -31.9% |
| YTD | -56.9% | -47.1% | -9.8% | -46.4% |
| 1Y | -59.5% | -47.5% | -12.0% | -49.6% |
| 3Y | -26.9% | +40.2% | -67.1% | -46.3% |
| 5Y | +92.9% | -45.7% | +138.7% | +110.4% |
| All | +549.1% | +91.0% | +458.1% | +311.6% |
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