-71.4%
FIS vs PEGA
-45.3%
-26.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.2% | -1.5% |
| 7D | -25.5% | -4.5% | -21.0% | -24.7% |
| 30D | -15.1% | -5.7% | -9.4% | -14.0% |
| 3M | -32.1% | +2.6% | -34.7% | -32.6% |
| 6M | -36.1% | -10.6% | -25.5% | -35.0% |
| YTD | -55.4% | -45.5% | -9.9% | -50.5% |
| 1Y | -53.9% | -44.8% | -9.1% | -49.0% |
| 3Y | -39.8% | +45.5% | -85.3% | -49.0% |
| All | -71.4% | -45.3% | -26.1% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling