+6,439.5%
FICO vs PEGA
+1,035.4%
+5,404.1%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | 0.0% |
| 7D | -0.9% | -4.5% | +3.6% | -0.4% |
| 30D | +3.3% | -5.7% | +9.0% | +4.0% |
| 3M | -31.7% | +2.6% | -34.3% | -31.9% |
| 6M | -34.0% | -10.6% | -23.4% | -33.2% |
| YTD | -58.3% | -45.5% | -12.8% | -55.4% |
| 1Y | -57.9% | -44.8% | -13.1% | -55.0% |
| 3Y | -24.1% | +45.5% | -69.6% | -29.1% |
| 5Y | +85.3% | -45.3% | +130.6% | +88.6% |
| 10Y | +520.3% | +102.4% | +417.9% | +467.9% |
| All | +6,439.5% | +1,035.4% | +5,404.1% | +5,096.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling