+20.2%
FLR vs PEGA
+170.9%
-150.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.6% |
| 7D | -3.1% | -6.1% | +3.0% | -1.4% |
| 30D | +4.9% | +6.4% | -1.5% | +2.9% |
| 3M | +10.8% | +2.9% | +7.9% | +8.3% |
| 6M | +19.7% | -23.8% | +43.5% | +26.7% |
| YTD | +38.4% | -41.1% | +79.4% | +56.2% |
| 1Y | +34.7% | -38.2% | +72.9% | +48.5% |
| 3Y | +56.7% | +49.8% | +6.8% | +21.6% |
| 5Y | +241.6% | -48.0% | +289.6% | +290.2% |
| 10Y | +20.2% | +173.1% | -152.9% | -32.3% |
| All | +20.2% | +170.9% | -150.7% | -32.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling