-23.8%
FICO vs PEGA
+48.6%
-72.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.5% |
| 7D | -0.3% | -1.6% | +1.3% | +0.2% |
| 30D | +1.7% | -3.0% | +4.7% | +2.4% |
| 3M | -35.2% | +5.8% | -41.0% | -36.1% |
| 6M | -33.7% | -8.8% | -24.8% | -32.7% |
| YTD | -58.2% | -43.5% | -14.6% | -53.5% |
| 1Y | -56.6% | -43.4% | -13.2% | -51.8% |
| All | -23.8% | +48.6% | -72.4% | -28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling