+48.9%
FITB vs PEGA
-47.0%
+95.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.9% | +6.4% | +3.1% |
| 7D | -1.1% | -10.0% | +8.9% | +0.5% |
| 30D | +7.3% | -12.7% | +20.0% | +9.5% |
| 3M | -4.0% | -4.6% | +0.6% | -3.7% |
| 6M | +11.9% | -13.1% | +25.0% | +13.3% |
| YTD | +19.0% | -47.6% | +66.6% | +30.2% |
| 1Y | +31.0% | -47.0% | +78.0% | +43.0% |
| 3Y | +143.8% | +42.0% | +101.8% | +107.9% |
| 5Y | +48.9% | -47.8% | +96.7% | +48.0% |
| All | +48.9% | -47.0% | +95.9% | +48.0% |
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