-24.1%
FICO vs PEGA
+43.6%
-67.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.5% |
| 7D | -0.9% | -4.5% | +3.6% | +0.2% |
| 30D | +3.3% | -5.7% | +9.0% | +4.8% |
| 3M | -31.7% | +2.7% | -34.4% | -32.2% |
| 6M | -34.0% | -10.5% | -23.5% | -32.6% |
| YTD | -58.3% | -45.4% | -12.9% | -53.2% |
| 1Y | -57.9% | -44.7% | -13.2% | -53.0% |
| 3Y | -24.1% | +45.7% | -69.7% | -27.8% |
| All | -24.1% | +43.6% | -67.6% | -27.8% |
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