+71.6%
FITB vs PEGA
-46.5%
+118.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | +0.6% | +3.3% | -2.7% | +0.1% |
| 30D | -4.7% | +17.7% | -22.5% | -7.4% |
| 3M | +6.7% | +5.8% | +0.9% | +5.0% |
| 6M | +12.6% | -20.3% | +32.8% | +15.8% |
| YTD | +19.1% | -37.1% | +56.3% | +27.0% |
| 1Y | +22.6% | -30.2% | +52.8% | +27.5% |
| 3Y | +127.1% | +48.1% | +79.0% | +94.1% |
| All | +71.6% | -46.5% | +118.1% | +82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling