+2,625.3%
FN vs PEGA
+326.9%
+2,298.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -2.3% | -11.9% | -13.6% |
| 7D | -16.0% | -1.6% | -14.4% | -15.6% |
| 30D | -40.1% | -3.0% | -37.1% | -39.8% |
| 3M | -43.9% | +5.8% | -49.7% | -45.5% |
| 6M | -55.6% | -8.8% | -46.8% | -56.0% |
| YTD | -35.7% | -43.5% | +7.9% | -28.2% |
| 1Y | -39.8% | -43.4% | +3.6% | -32.7% |
| 3Y | +80.3% | +48.6% | +31.7% | +40.8% |
| 5Y | +143.3% | -43.3% | +186.6% | +141.2% |
| 10Y | +682.3% | +109.7% | +572.6% | +406.3% |
| All | +2,625.3% | +326.9% | +2,298.4% | +1,197.1% |
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