-68.5%
FLNC vs PEGA
-39.9%
-28.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -4.2% | +10.8% | +8.0% |
| 7D | +6.0% | -2.4% | +8.3% | +6.6% |
| 30D | -16.3% | +9.6% | -26.0% | -19.2% |
| 3M | -54.1% | +2.3% | -56.5% | -55.3% |
| 6M | -25.3% | -23.9% | -1.4% | -20.1% |
| YTD | -44.2% | -39.8% | -4.4% | -36.2% |
| 1Y | +53.1% | -37.4% | +90.5% | +72.2% |
| 3Y | -58.3% | +53.1% | -111.4% | -71.2% |
| All | -68.5% | -39.9% | -28.6% | -60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling