+79.3%
FICO vs PEGA
-47.0%
+126.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.9% | +6.6% | +3.8% |
| 7D | -0.1% | -10.0% | +9.9% | +2.9% |
| 30D | +8.4% | -12.7% | +21.1% | +12.4% |
| 3M | -30.5% | -4.6% | -25.9% | -29.7% |
| 6M | -35.7% | -13.1% | -22.6% | -33.7% |
| YTD | -57.2% | -47.6% | -9.6% | -50.1% |
| 1Y | -58.4% | -47.0% | -11.4% | -51.7% |
| 3Y | -24.8% | +42.0% | -66.8% | -37.1% |
| 5Y | +79.3% | -47.8% | +127.1% | +81.1% |
| All | +79.3% | -47.0% | +126.3% | +81.1% |
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 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