-79.1%
FIG vs PEGA
-37.6%
-41.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -3.7% |
| 7D | -16.3% | +3.3% | -19.6% | -18.2% |
| 30D | -14.3% | +17.7% | -32.1% | -22.7% |
| 3M | +7.2% | +5.8% | +1.4% | +1.8% |
| 6M | -18.6% | -20.3% | +1.6% | -10.5% |
| YTD | -35.5% | -37.1% | +1.7% | -22.1% |
| 1Y | -55.8% | -30.2% | -25.6% | -49.8% |
| All | -79.1% | -37.6% | -41.5% | -75.1% |
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 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