+420.4%
FIX vs PEGA
+48.6%
+371.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.3% | -9.3% | -11.3% |
| 7D | -27.2% | -1.6% | -25.7% | -27.1% |
| 30D | -46.9% | -3.0% | -43.9% | -46.8% |
| 3M | -44.4% | +5.8% | -50.2% | -45.2% |
| 6M | -50.9% | -8.8% | -42.1% | -50.7% |
| YTD | +3.5% | -43.5% | +47.1% | +14.4% |
| 1Y | -2.1% | -43.4% | +41.3% | +8.1% |
| All | +420.4% | +48.6% | +371.8% | +347.9% |
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