-80.9%
FIG vs PEGA
-41.5%
-39.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -1.9% |
| 7D | -14.5% | -6.1% | -8.3% | -10.8% |
| 30D | -13.3% | +6.4% | -19.7% | -16.4% |
| 3M | +7.4% | +2.9% | +4.5% | +4.2% |
| 6M | -27.8% | -23.8% | -4.0% | -17.8% |
| YTD | -41.1% | -41.1% | 0.0% | -25.8% |
| 1Y | -58.7% | -38.2% | -20.5% | -49.4% |
| All | -80.9% | -41.5% | -39.4% | -76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling