+565.2%
FLEX vs PEGA
+101.6%
+463.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.5% | +8.1% | +5.6% |
| 7D | -19.3% | -4.5% | -14.8% | -18.2% |
| 30D | -41.5% | -5.7% | -35.9% | -40.7% |
| 3M | -43.1% | +2.7% | -45.8% | -44.4% |
| 6M | -48.2% | -10.5% | -37.7% | -48.3% |
| YTD | +15.5% | -45.4% | +60.9% | +33.2% |
| 1Y | +10.2% | -44.7% | +55.0% | +26.5% |
| 3Y | +256.8% | +45.7% | +211.2% | +154.0% |
| 5Y | +408.2% | -45.3% | +453.5% | +441.0% |
| All | +565.2% | +101.6% | +463.6% | +299.8% |
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