-57.9%
FICO vs PEGA
-45.2%
-12.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +1.0% |
| 7D | -0.9% | -4.5% | +3.6% | +0.9% |
| 30D | +3.3% | -5.7% | +9.0% | +5.5% |
| 3M | -31.7% | +2.6% | -34.3% | -32.6% |
| 6M | -34.0% | -10.6% | -23.4% | -31.9% |
| YTD | -58.3% | -45.5% | -12.8% | -51.2% |
| 1Y | -57.9% | -44.8% | -13.1% | -51.1% |
| All | -57.9% | -45.2% | -12.7% | -51.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling