+3,689.8%
FN vs PEGA
+375.1%
+3,314.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.4% |
| 7D | -1.7% | +3.3% | -5.0% | -2.6% |
| 30D | -22.0% | +17.7% | -39.7% | -25.8% |
| 3M | -43.0% | +5.8% | -48.8% | -45.0% |
| 6M | -27.7% | -20.3% | -7.5% | -25.5% |
| YTD | -10.5% | -37.1% | +26.6% | -2.3% |
| 1Y | +12.5% | -30.2% | +42.7% | +18.3% |
| 3Y | +153.8% | +48.1% | +105.7% | +100.3% |
| 5Y | +288.0% | -46.8% | +334.8% | +298.3% |
| 10Y | +906.4% | +191.3% | +715.1% | +497.3% |
| All | +3,689.8% | +375.1% | +3,314.7% | +1,664.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling