+19.6%
FLEX vs PEGA
-46.9%
+66.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -3.9% | -2.4% |
| 7D | -13.6% | -8.2% | -5.4% | -15.0% |
| 30D | -36.5% | -11.6% | -24.9% | -37.8% |
| 3M | -36.4% | -4.2% | -32.3% | -36.6% |
| 6M | -46.5% | -12.0% | -34.5% | -45.5% |
| YTD | +25.9% | -46.9% | +72.8% | +32.4% |
| 1Y | +19.6% | -47.0% | +66.5% | +25.8% |
| All | +19.6% | -46.9% | +66.5% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling