+14.4%
FIX vs PEGA
-44.4%
+58.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | 0.0% | -15.1% | -15.1% |
| 7D | -18.9% | -2.9% | -16.1% | -19.4% |
| 30D | -36.3% | -0.5% | -35.8% | -36.2% |
| 3M | -38.5% | +8.5% | -47.0% | -37.3% |
| 6M | -42.3% | -6.3% | -36.0% | -40.3% |
| YTD | +17.1% | -42.2% | +59.3% | +28.4% |
| 1Y | +14.4% | -43.4% | +57.8% | +26.2% |
| All | +14.4% | -44.4% | +58.8% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling