-71.6%
FLNC vs PEGA
-39.1%
-32.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +2.0% |
| 7D | -4.1% | -3.0% | -1.1% | -3.2% |
| 30D | -24.8% | +15.9% | -40.7% | -28.6% |
| 3M | -59.1% | +10.8% | -70.0% | -61.3% |
| 6M | -42.0% | -16.5% | -25.5% | -39.8% |
| YTD | -49.8% | -39.0% | -10.8% | -42.8% |
| 1Y | +43.1% | -37.3% | +80.4% | +60.9% |
| 3Y | -61.0% | +59.2% | -120.1% | -73.6% |
| All | -71.6% | -39.1% | -32.5% | -65.0% |
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 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