-40.2%
FIS vs PEGA
+175.4%
-215.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.2% | -1.7% | -4.8% |
| 7D | -3.5% | -2.4% | -1.1% | -2.8% |
| 30D | -7.8% | +9.6% | -17.5% | -10.1% |
| 3M | +0.8% | +2.3% | -1.5% | -0.4% |
| 6M | -21.9% | -23.9% | +2.0% | -17.0% |
| YTD | -39.5% | -39.8% | +0.3% | -32.2% |
| 1Y | -41.0% | -37.4% | -3.6% | -34.9% |
| 3Y | -23.6% | +53.1% | -76.8% | -39.8% |
| 5Y | -65.6% | -47.2% | -18.4% | -63.0% |
| 10Y | -40.2% | +174.3% | -214.5% | -58.7% |
| All | -40.2% | +175.4% | -215.6% | -58.7% |
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