+2,105.4%
FIX vs PEGA
-46.5%
+2,151.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.1% |
| 7D | +6.0% | +3.3% | +2.7% | +5.4% |
| 30D | -7.2% | +17.7% | -25.0% | -10.1% |
| 3M | -15.9% | +5.8% | -21.6% | -17.4% |
| 6M | +12.7% | -20.3% | +33.0% | +16.4% |
| YTD | +72.8% | -37.1% | +109.9% | +86.6% |
| 1Y | +122.9% | -30.2% | +153.1% | +133.2% |
| 3Y | +774.3% | +48.1% | +726.2% | +648.1% |
| All | +2,105.4% | -46.5% | +2,151.9% | +2,325.6% |
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