+23.4%
FITB vs PEGA
-38.8%
+62.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.5% |
| 7D | -0.4% | -6.1% | +5.8% | -0.2% |
| 30D | -5.1% | +6.4% | -11.5% | -5.3% |
| 3M | +3.5% | +2.9% | +0.6% | +3.5% |
| 6M | +17.2% | -23.8% | +41.1% | +18.3% |
| YTD | +17.6% | -41.1% | +58.7% | +21.0% |
| 1Y | +23.4% | -38.2% | +61.6% | +24.3% |
| All | +23.4% | -38.8% | +62.2% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling