-25.0%
FIGR vs PEGA
-44.3%
+19.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.3% | -6.1% | -5.2% |
| 7D | +5.6% | -8.2% | +13.8% | +8.1% |
| 30D | -18.2% | -11.6% | -6.7% | -15.5% |
| 3M | -19.0% | -4.2% | -14.9% | -19.0% |
| 6M | -38.0% | -12.0% | -26.0% | -36.2% |
| YTD | -42.9% | -46.9% | +4.1% | -27.5% |
| 1Y | -37.9% | -47.0% | +9.1% | -21.1% |
| All | -25.0% | -44.3% | +19.3% | -0.9% |
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 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