+135.5%
FITB vs PEGA
+55.9%
+79.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | +0.6% | +3.3% | -2.7% | +0.2% |
| 30D | -4.7% | +17.7% | -22.5% | -6.7% |
| 3M | +6.7% | +5.8% | +0.9% | +5.6% |
| 6M | +12.6% | -20.3% | +32.8% | +15.3% |
| YTD | +19.1% | -37.1% | +56.3% | +25.8% |
| 1Y | +22.6% | -30.2% | +52.8% | +26.8% |
| All | +135.5% | +55.9% | +79.6% | +87.8% |
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 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