+285.6%
FITB vs PEGA
+170.9%
+114.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | 0.0% |
| 7D | -0.4% | -6.1% | +5.8% | +1.2% |
| 30D | -5.1% | +6.4% | -11.5% | -6.9% |
| 3M | +3.5% | +2.9% | +0.6% | +1.6% |
| 6M | +17.2% | -23.8% | +41.1% | +23.4% |
| YTD | +17.6% | -41.1% | +58.7% | +31.1% |
| 1Y | +23.4% | -38.2% | +61.6% | +34.6% |
| 3Y | +129.7% | +49.8% | +79.9% | +77.4% |
| 5Y | +68.4% | -48.0% | +116.4% | +82.7% |
| 10Y | +285.6% | +173.1% | +112.5% | +136.6% |
| All | +285.6% | +170.9% | +114.8% | +136.6% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling