+663.2%
FLEX vs PEGA
-46.5%
+709.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | -0.9% | +3.3% | -4.2% | -1.5% |
| 30D | -10.1% | +17.7% | -27.9% | -13.1% |
| 3M | -31.3% | +5.8% | -37.1% | -32.8% |
| 6M | +71.3% | -20.3% | +91.5% | +77.2% |
| YTD | +81.2% | -37.1% | +118.4% | +96.6% |
| 1Y | +98.5% | -30.2% | +128.7% | +108.3% |
| 3Y | +428.2% | +48.1% | +380.1% | +340.0% |
| All | +663.2% | -46.5% | +709.7% | +805.8% |
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