+23.0%
FIGR vs PEGA
-36.8%
+59.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -4.2% | +10.6% | +7.7% |
| 7D | +13.5% | -2.4% | +15.9% | +14.3% |
| 30D | +33.7% | +9.6% | +24.1% | +29.2% |
| 3M | +37.3% | +2.3% | +35.0% | +35.8% |
| 6M | +25.5% | -23.9% | +49.4% | +40.5% |
| YTD | -6.3% | -39.8% | +33.5% | +15.1% |
| All | +23.0% | -36.8% | +59.8% | +57.4% |
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