+743.6%
FN vs PEGA
+101.4%
+642.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -3.5% | +15.1% | +12.5% |
| 7D | 0.0% | -4.5% | +4.5% | +1.1% |
| 30D | -34.3% | -5.7% | -28.6% | -33.6% |
| 3M | -39.9% | +2.6% | -42.4% | -41.1% |
| 6M | -51.8% | -10.6% | -41.2% | -52.0% |
| YTD | -28.1% | -45.5% | +17.3% | -18.7% |
| 1Y | -29.1% | -44.8% | +15.7% | -19.9% |
| 3Y | +102.4% | +45.5% | +56.9% | +55.2% |
| 5Y | +171.7% | -45.3% | +217.0% | +185.0% |
| All | +743.6% | +101.4% | +642.1% | +381.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling