+393.4%
FLR vs PEGA
+3,437.4%
-3,044.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +6.3% | -8.6% | +15.0% | +8.0% |
| 30D | +1.8% | -10.1% | +11.9% | +3.5% |
| 3M | -4.4% | -4.7% | +0.3% | -4.1% |
| 6M | +15.9% | -8.0% | +23.8% | +15.7% |
| YTD | +27.7% | -47.1% | +74.9% | +39.9% |
| 1Y | +11.6% | -47.5% | +59.1% | +22.3% |
| 3Y | +39.9% | +40.2% | -0.4% | +23.3% |
| 5Y | +127.5% | -45.7% | +173.3% | +128.5% |
| 10Y | +11.6% | +85.1% | -73.5% | -9.0% |
| All | +393.4% | +3,437.4% | -3,044.0% | +183.1% |
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