+303.1%
FLEX vs PEGA
+41.6%
+261.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +3.8% |
| 7D | +2.2% | -8.6% | +10.9% | +3.2% |
| 30D | -32.6% | -10.1% | -22.6% | -32.0% |
| 3M | -35.5% | -4.7% | -30.7% | -35.6% |
| 6M | -45.6% | -8.0% | -37.6% | -45.6% |
| YTD | +30.7% | -47.1% | +77.8% | +44.3% |
| 1Y | +28.4% | -47.5% | +75.8% | +41.9% |
| All | +303.1% | +41.6% | +261.4% | +266.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling