+26.0%
FLEX vs PEGA
-44.6%
+70.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.2% | -5.2% | -3.8% |
| 7D | +7.5% | +0.1% | +7.4% | +7.6% |
| 30D | -25.3% | -4.1% | -21.1% | -25.7% |
| 3M | -39.7% | -2.8% | -36.8% | -39.6% |
| 6M | -47.9% | -0.4% | -47.4% | -46.4% |
| YTD | +24.1% | -45.4% | +69.5% | +29.4% |
| 1Y | +26.0% | -42.6% | +68.6% | +26.9% |
| All | +26.0% | -44.6% | +70.5% | +26.9% |
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