+287.9%
FITB vs PEGA
+176.8%
+111.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | +0.4% |
| 7D | +2.8% | -2.4% | +5.2% | +3.4% |
| 30D | -4.5% | +9.6% | -14.1% | -7.0% |
| 3M | +5.7% | +2.3% | +3.3% | +3.8% |
| 6M | +17.1% | -23.9% | +41.0% | +23.4% |
| YTD | +18.3% | -39.8% | +58.1% | +31.2% |
| 1Y | +23.9% | -37.4% | +61.3% | +34.8% |
| 3Y | +131.1% | +53.1% | +78.0% | +77.5% |
| 5Y | +71.1% | -47.2% | +118.3% | +85.2% |
| All | +287.9% | +176.8% | +111.1% | +136.7% |
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