+640.4%
FLEX vs PEGA
+99.2%
+541.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -3.9% | +15.9% | +13.2% |
| 7D | -7.2% | -10.0% | +2.8% | -4.3% |
| 30D | -34.8% | -12.7% | -22.1% | -32.4% |
| 3M | -35.6% | -4.6% | -31.0% | -35.7% |
| 6M | -45.0% | -13.1% | -31.9% | -44.8% |
| YTD | +29.4% | -47.6% | +77.0% | +50.8% |
| 1Y | +24.8% | -47.0% | +71.8% | +44.8% |
| 3Y | +304.4% | +42.0% | +262.4% | +189.1% |
| 5Y | +484.1% | -47.8% | +531.9% | +531.5% |
| 10Y | +640.4% | +92.0% | +548.4% | +350.8% |
| All | +640.4% | +99.2% | +541.2% | +350.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling