+424.8%
FLEX vs PEGA
-44.5%
+469.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.2% | -5.2% | -4.2% |
| 7D | +7.5% | +0.1% | +7.4% | +7.3% |
| 30D | -25.3% | -4.1% | -21.1% | -25.0% |
| 3M | -39.7% | -2.8% | -36.8% | -39.9% |
| 6M | -47.9% | -0.4% | -47.4% | -48.9% |
| YTD | +24.1% | -45.4% | +69.5% | +37.0% |
| 1Y | +26.0% | -42.6% | +68.6% | +37.3% |
| 3Y | +282.7% | +45.4% | +237.3% | +218.3% |
| All | +424.8% | -44.5% | +469.3% | +420.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling