+48.5%
FND vs PEGA
+55.7%
-7.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | +0.1% |
| 7D | -0.8% | -6.1% | +5.4% | +1.7% |
| 30D | -19.6% | +6.4% | -26.0% | -21.8% |
| 3M | -4.3% | +2.9% | -7.3% | -6.9% |
| 6M | -20.4% | -23.8% | +3.4% | -13.7% |
| YTD | -21.9% | -41.1% | +19.2% | -7.8% |
| 1Y | -45.2% | -38.2% | -7.0% | -37.3% |
| 3Y | -49.2% | +49.8% | -99.1% | -66.4% |
| 5Y | -61.8% | -48.0% | -13.8% | -57.3% |
| All | +48.5% | +55.7% | -7.3% | +2.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling