-48.2%
FLEX vs PEGA
-12.1%
-36.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.5% | +8.0% | +3.3% |
| 7D | -19.3% | -4.5% | -14.8% | -20.6% |
| 30D | -41.5% | -5.7% | -35.9% | -42.6% |
| 3M | -43.1% | +2.6% | -45.7% | -41.9% |
| 6M | -48.2% | -10.6% | -37.6% | -45.0% |
| All | -48.2% | -12.1% | -36.1% | -45.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling