+104.7%
FLEX vs PEGA
-35.6%
+140.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.2% | +8.6% | +3.8% |
| 7D | +7.0% | -2.4% | +9.4% | +6.6% |
| 30D | -5.8% | +9.6% | -15.4% | -4.4% |
| 3M | -24.2% | +2.3% | -26.5% | -21.7% |
| 6M | +90.8% | -23.9% | +114.7% | +98.3% |
| YTD | +89.2% | -39.8% | +129.0% | +100.6% |
| 1Y | +104.7% | -37.4% | +142.1% | +113.7% |
| All | +104.7% | -35.6% | +140.3% | +113.7% |
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 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