+101.7%
FICO vs PEGA
-46.5%
+148.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.0% | -15.7% | -16.4% |
| 7D | -19.2% | +3.3% | -22.5% | -19.9% |
| 30D | -14.6% | +17.7% | -32.3% | -18.4% |
| 3M | -20.1% | +5.8% | -25.9% | -21.8% |
| 6M | -36.3% | -20.3% | -16.1% | -32.8% |
| YTD | -44.9% | -37.1% | -7.7% | -38.7% |
| 1Y | -38.6% | -30.2% | -8.4% | -34.0% |
| 3Y | +4.0% | +48.1% | -44.1% | -13.9% |
| All | +101.7% | -46.5% | +148.1% | +112.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling