+442.4%
FLEX vs PEGA
+49.4%
+393.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.6% |
| 7D | -0.9% | +3.3% | -4.2% | -1.3% |
| 30D | -10.1% | +17.7% | -27.9% | -12.3% |
| 3M | -31.3% | +5.8% | -37.1% | -32.1% |
| 6M | +71.3% | -20.3% | +91.5% | +78.2% |
| YTD | +81.2% | -37.1% | +118.4% | +97.9% |
| 1Y | +98.5% | -30.2% | +128.7% | +109.5% |
| All | +442.4% | +49.4% | +393.0% | +347.3% |
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