+1,027.6%
FIX vs PEGA
-44.5%
+1,072.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.6% |
| 7D | +9.4% | +0.1% | +9.3% | +9.3% |
| 30D | -27.8% | -4.1% | -23.6% | -27.5% |
| 3M | -35.6% | -2.8% | -32.7% | -35.7% |
| 6M | -45.2% | -0.4% | -44.8% | -46.3% |
| YTD | +19.5% | -45.4% | +64.9% | +31.4% |
| 1Y | +24.2% | -42.6% | +66.9% | +35.0% |
| 3Y | +494.2% | +45.4% | +448.7% | +404.8% |
| All | +1,027.6% | -44.5% | +1,072.1% | +1,083.7% |
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