+203.1%
FITB vs PEGA
+94.9%
+108.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.4% |
| 7D | +0.8% | -4.6% | +5.4% | +1.9% |
| 30D | +7.3% | -6.8% | +14.1% | +9.0% |
| 3M | -6.3% | +2.6% | -8.9% | -7.6% |
| 6M | +12.6% | -5.4% | +17.9% | +12.0% |
| YTD | +18.0% | -46.0% | +64.0% | +34.0% |
| 1Y | +28.9% | -45.6% | +74.5% | +45.8% |
| 3Y | +139.4% | +43.2% | +96.3% | +84.9% |
| 5Y | +47.2% | -45.3% | +92.5% | +53.9% |
| All | +203.1% | +94.9% | +108.2% | +94.8% |
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