+61.8%
FLR vs PEGA
+48.1%
+13.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +5.0% | +1.5% |
| 7D | +0.7% | -2.4% | +3.1% | +1.1% |
| 30D | -0.7% | +9.6% | -10.3% | -2.4% |
| 3M | +14.3% | +2.3% | +12.0% | +13.2% |
| 6M | +25.6% | -23.9% | +49.5% | +31.6% |
| YTD | +42.9% | -39.8% | +82.6% | +56.4% |
| 1Y | +38.7% | -37.4% | +76.1% | +49.7% |
| 3Y | +61.8% | +53.1% | +8.6% | +42.0% |
| All | +61.8% | +48.1% | +13.7% | +42.0% |
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