+506.7%
FIX vs PEGA
+37.6%
+469.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -3.9% | +13.3% | +9.8% |
| 7D | -7.2% | -10.0% | +2.7% | -6.2% |
| 30D | -35.1% | -12.7% | -22.4% | -34.2% |
| 3M | -34.3% | -4.6% | -29.7% | -34.4% |
| 6M | -42.9% | -13.1% | -29.8% | -42.5% |
| YTD | +19.5% | -47.6% | +67.0% | +33.0% |
| 1Y | +16.8% | -47.0% | +63.8% | +29.7% |
| 3Y | +506.7% | +42.0% | +464.7% | +418.5% |
| All | +506.7% | +37.6% | +469.1% | +418.5% |
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