+1,658.1%
FLUT vs PEGA
+2,163.6%
-505.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -1.2% |
| 7D | -1.1% | -4.5% | +3.4% | -0.7% |
| 30D | +7.7% | -5.7% | +13.4% | +8.3% |
| 3M | -12.2% | +2.6% | -14.7% | -12.4% |
| 6M | -17.6% | -10.6% | -7.0% | -17.0% |
| YTD | -62.0% | -45.5% | -16.5% | -60.4% |
| 1Y | -62.3% | -44.8% | -17.5% | -60.7% |
| 3Y | -52.0% | +45.5% | -97.5% | -53.4% |
| 5Y | -51.8% | -45.3% | -6.5% | -52.2% |
| 10Y | -26.3% | +102.4% | -128.7% | -29.1% |
| All | +1,658.1% | +2,163.6% | -505.5% | +1,517.3% |
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 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