-55.0%
FIS vs PEGA
-47.6%
-7.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.6% | -0.1% |
| 7D | -29.4% | -10.0% | -19.4% | -26.9% |
| 30D | -16.7% | -12.7% | -4.1% | -13.1% |
| 3M | -33.0% | -4.6% | -28.4% | -32.1% |
| 6M | -33.3% | -13.1% | -20.2% | -31.4% |
| YTD | -56.0% | -47.6% | -8.4% | -49.3% |
| All | -55.0% | -47.6% | -7.5% | -48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling