+143.8%
FITB vs PEGA
+37.6%
+106.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.9% | +6.4% | +2.9% |
| 7D | -1.1% | -10.0% | +8.9% | 0.0% |
| 30D | +7.3% | -12.7% | +20.0% | +8.9% |
| 3M | -4.0% | -4.6% | +0.6% | -3.8% |
| 6M | +11.9% | -13.1% | +25.0% | +13.0% |
| YTD | +19.0% | -47.6% | +66.6% | +27.6% |
| 1Y | +31.0% | -47.0% | +78.0% | +40.1% |
| 3Y | +143.8% | +42.0% | +101.8% | +113.7% |
| All | +143.8% | +37.6% | +106.2% | +113.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling