-59.7%
FICO vs PEGA
-46.7%
-12.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.6% | -2.4% |
| 7D | +1.4% | -4.6% | +6.0% | +3.2% |
| 30D | -0.8% | -6.8% | +6.0% | +1.8% |
| 3M | -31.3% | +2.6% | -33.9% | -32.2% |
| 6M | -33.9% | -5.4% | -28.6% | -33.4% |
| YTD | -57.6% | -46.0% | -11.5% | -50.6% |
| 1Y | -59.7% | -45.6% | -14.0% | -53.2% |
| All | -59.7% | -46.7% | -12.9% | -53.2% |
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