+447.4%
FLR vs PEGA
+4,106.3%
-3,658.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.4% | -2.2% |
| 7D | +5.4% | +3.3% | +2.1% | +4.8% |
| 30D | +11.4% | +17.7% | -6.4% | +8.1% |
| 3M | +11.4% | +5.8% | +5.6% | +9.2% |
| 6M | +16.6% | -20.3% | +36.9% | +19.9% |
| YTD | +41.7% | -37.1% | +78.9% | +51.1% |
| 1Y | +35.4% | -30.2% | +65.6% | +40.8% |
| 3Y | +57.3% | +48.1% | +9.2% | +37.9% |
| 5Y | +241.0% | -46.8% | +287.8% | +245.5% |
| 10Y | +16.6% | +191.3% | -174.7% | -11.3% |
| All | +447.4% | +4,106.3% | -3,658.9% | +205.7% |
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