+254.1%
FLR vs PEGA
-47.9%
+302.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +5.0% | +1.5% |
| 7D | +0.7% | -2.4% | +3.1% | +1.0% |
| 30D | -0.7% | +9.6% | -10.3% | -2.3% |
| 3M | +14.3% | +2.3% | +12.0% | +13.1% |
| 6M | +25.6% | -23.9% | +49.5% | +30.5% |
| YTD | +42.9% | -39.8% | +82.6% | +54.0% |
| 1Y | +38.7% | -37.4% | +76.1% | +47.8% |
| 3Y | +61.8% | +53.1% | +8.6% | +43.5% |
| 5Y | +254.1% | -47.2% | +301.3% | +336.3% |
| All | +254.1% | -47.9% | +302.0% | +336.3% |
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 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