+722.8%
FITB vs PEGA
+1,001.0%
-278.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | -0.6% | -8.6% | +8.1% | +0.5% |
| 30D | +7.0% | -10.1% | +17.1% | +8.4% |
| 3M | -4.8% | -4.7% | 0.0% | -4.5% |
| 6M | +13.5% | -8.0% | +21.5% | +13.8% |
| YTD | +19.1% | -47.1% | +66.2% | +27.0% |
| 1Y | +30.8% | -47.5% | +78.2% | +39.5% |
| 3Y | +141.6% | +40.2% | +101.4% | +120.9% |
| 5Y | +48.3% | -45.7% | +94.0% | +48.7% |
| 10Y | +215.9% | +85.1% | +130.9% | +174.7% |
| All | +722.8% | +1,001.0% | -278.2% | +428.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling