-70.8%
FIS vs PEGA
-44.5%
-26.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +2.9% | +3.9% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | -16.7% | -4.1% | -12.6% | -16.0% |
| 3M | -32.3% | -2.8% | -29.5% | -32.0% |
| 6M | -29.1% | -0.4% | -28.6% | -29.5% |
| YTD | -54.1% | -45.4% | -8.7% | -49.1% |
| 1Y | -53.7% | -42.6% | -11.1% | -49.1% |
| 3Y | -38.8% | +45.4% | -84.3% | -48.3% |
| All | -70.8% | -44.5% | -26.3% | -71.2% |
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