-55.3%
FIS vs PEGA
+99.2%
-154.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.6% | -0.3% |
| 7D | -29.4% | -10.0% | -19.4% | -27.4% |
| 30D | -16.7% | -12.7% | -4.1% | -13.7% |
| 3M | -33.0% | -4.6% | -28.4% | -32.3% |
| 6M | -33.3% | -13.1% | -20.2% | -31.4% |
| YTD | -56.0% | -47.6% | -8.4% | -48.8% |
| 1Y | -54.6% | -47.0% | -7.6% | -47.4% |
| 3Y | -40.6% | +42.0% | -82.7% | -52.7% |
| 5Y | -71.9% | -47.8% | -24.1% | -70.1% |
| 10Y | -55.3% | +92.0% | -147.3% | -66.7% |
| All | -55.3% | +99.2% | -154.5% | -66.7% |
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