-17.9%
FN vs PEGA
-47.0%
+29.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.4% | +6.3% | +5.8% |
| 7D | +8.0% | -8.6% | +16.7% | +6.9% |
| 30D | -19.1% | -10.1% | -9.1% | -20.1% |
| 3M | -29.8% | -4.7% | -25.1% | -30.1% |
| 6M | -43.2% | -8.0% | -35.2% | -42.6% |
| YTD | -18.9% | -47.1% | +28.2% | -6.0% |
| 1Y | -17.9% | -47.5% | +29.6% | -3.8% |
| All | -17.9% | -47.0% | +29.2% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling