+906.2%
FN vs PEGA
+191.4%
+714.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.4% |
| 7D | -1.7% | +3.3% | -5.0% | -2.5% |
| 30D | -22.0% | +17.7% | -39.7% | -25.8% |
| 3M | -43.0% | +5.8% | -48.8% | -44.9% |
| 6M | -27.7% | -20.3% | -7.5% | -25.2% |
| YTD | -10.5% | -37.1% | +26.6% | -1.7% |
| 1Y | +12.5% | -30.2% | +42.7% | +18.8% |
| 3Y | +153.8% | +48.1% | +105.7% | +97.2% |
| 5Y | +288.0% | -46.8% | +334.8% | +324.9% |
| All | +906.2% | +191.4% | +714.7% | +393.6% |
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