-56.3%
FIG vs PEGA
-47.6%
-8.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.9% | +7.1% | +6.0% |
| 7D | -12.6% | -10.0% | -2.6% | -5.4% |
| 30D | -13.8% | -12.7% | -1.1% | -4.5% |
| 3M | -16.7% | -4.6% | -12.1% | -13.3% |
| 6M | -6.1% | -13.1% | +7.0% | +3.1% |
| YTD | -48.1% | -47.6% | -0.5% | -24.0% |
| All | -56.3% | -47.6% | -8.8% | -35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling