+693.0%
FN vs PEGA
+97.3%
+595.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.2% | -8.5% | -7.6% |
| 7D | +0.3% | +0.1% | +0.2% | 0.0% |
| 30D | -16.5% | -4.1% | -12.4% | -16.1% |
| 3M | -42.1% | -2.8% | -39.3% | -42.5% |
| 6M | -52.9% | -0.4% | -52.4% | -54.5% |
| YTD | -28.0% | -45.4% | +17.4% | -18.7% |
| 1Y | -18.5% | -42.6% | +24.1% | -9.3% |
| 3Y | +93.9% | +45.4% | +48.5% | +48.4% |
| 5Y | +170.5% | -44.6% | +215.1% | +181.7% |
| All | +693.0% | +97.3% | +595.7% | +371.6% |
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