+224.4%
FITB vs PEGA
+92.7%
+131.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.6% |
| 7D | +0.5% | -8.2% | +8.7% | +2.6% |
| 30D | +7.0% | -11.6% | +18.6% | +10.1% |
| 3M | -4.4% | -4.2% | -0.2% | -4.0% |
| 6M | +11.6% | -12.0% | +23.5% | +13.1% |
| YTD | +18.6% | -46.9% | +65.5% | +35.3% |
| 1Y | +29.8% | -47.0% | +76.8% | +47.9% |
| 3Y | +140.7% | +40.9% | +99.8% | +86.7% |
| 5Y | +48.6% | -45.4% | +94.0% | +54.9% |
| 10Y | +224.4% | +95.9% | +128.5% | +102.8% |
| All | +224.4% | +92.7% | +131.7% | +102.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling