-39.8%
FIS vs PEGA
+43.4%
-83.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.2% | -1.6% |
| 7D | -25.5% | -4.5% | -21.0% | -24.8% |
| 30D | -15.1% | -5.7% | -9.4% | -14.2% |
| 3M | -32.1% | +2.6% | -34.7% | -32.4% |
| 6M | -36.1% | -10.6% | -25.5% | -35.3% |
| YTD | -55.4% | -45.5% | -9.9% | -52.2% |
| 1Y | -53.9% | -44.8% | -9.1% | -50.7% |
| 3Y | -39.8% | +45.5% | -85.3% | -43.5% |
| All | -39.8% | +43.4% | -83.2% | -43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling