-52.4%
FIS vs PEGA
+97.3%
-149.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +2.9% | +3.8% |
| 7D | +2.8% | +0.1% | +2.7% | +2.7% |
| 30D | -16.7% | -4.1% | -12.6% | -15.9% |
| 3M | -32.3% | -2.8% | -29.5% | -32.0% |
| 6M | -29.1% | -0.4% | -28.6% | -29.6% |
| YTD | -54.1% | -45.4% | -8.7% | -47.2% |
| 1Y | -53.7% | -42.6% | -11.1% | -47.5% |
| 3Y | -38.8% | +45.4% | -84.3% | -51.6% |
| 5Y | -71.1% | -44.6% | -26.5% | -69.7% |
| All | -52.4% | +97.3% | -149.7% | -65.6% |
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