-61.0%
FLNC vs PEGA
+54.2%
-115.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +2.2% |
| 7D | -4.1% | -3.0% | -1.1% | -3.6% |
| 30D | -24.8% | +15.9% | -40.7% | -27.0% |
| 3M | -59.1% | +10.8% | -70.0% | -60.3% |
| 6M | -42.0% | -16.5% | -25.5% | -40.4% |
| YTD | -49.8% | -39.0% | -10.8% | -45.7% |
| 1Y | +43.1% | -37.3% | +80.4% | +53.6% |
| 3Y | -61.0% | +59.2% | -120.1% | -66.7% |
| All | -61.0% | +54.2% | -115.2% | -66.7% |
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