+143.3%
FN vs PEGA
-43.7%
+187.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -2.3% | -11.9% | -13.9% |
| 7D | -16.0% | -1.6% | -14.4% | -15.7% |
| 30D | -40.1% | -3.0% | -37.1% | -39.9% |
| 3M | -43.9% | +5.8% | -49.7% | -44.9% |
| 6M | -55.6% | -8.8% | -46.8% | -55.7% |
| YTD | -35.7% | -43.5% | +7.9% | -29.6% |
| 1Y | -39.8% | -43.4% | +3.6% | -34.1% |
| 3Y | +80.3% | +48.6% | +31.7% | +52.3% |
| 5Y | +143.3% | -43.3% | +186.6% | +134.2% |
| All | +143.3% | -43.7% | +187.0% | +134.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling