+160.3%
FN vs PEGA
+49.4%
+110.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.3% |
| 7D | -1.7% | +3.3% | -5.0% | -2.1% |
| 30D | -22.0% | +17.7% | -39.7% | -23.9% |
| 3M | -43.0% | +5.8% | -48.8% | -43.6% |
| 6M | -27.7% | -20.3% | -7.5% | -25.0% |
| YTD | -10.5% | -37.1% | +26.6% | -3.1% |
| 1Y | +12.5% | -30.2% | +42.7% | +18.4% |
| All | +160.3% | +49.4% | +110.9% | +166.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling