+40.5%
FLR vs PEGA
+42.3%
-1.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | +5.1% | -8.2% | +13.3% | +6.4% |
| 30D | -0.5% | -11.6% | +11.1% | +1.2% |
| 3M | -3.5% | -4.2% | +0.7% | -3.4% |
| 6M | +16.5% | -12.0% | +28.4% | +17.6% |
| YTD | +27.3% | -46.9% | +74.2% | +41.2% |
| 1Y | +10.6% | -47.0% | +57.6% | +22.6% |
| All | +40.5% | +42.3% | -1.7% | +25.0% |
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 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