+49.0%
FND vs PEGA
+44.3%
+4.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.7% |
| 7D | -6.8% | +0.1% | -6.9% | -7.0% |
| 30D | +8.0% | -4.1% | +12.1% | +9.3% |
| 3M | -18.9% | -2.8% | -16.1% | -18.7% |
| 6M | +4.7% | -0.4% | +5.1% | +2.1% |
| YTD | -21.6% | -45.4% | +23.8% | -5.3% |
| 1Y | -22.0% | -42.6% | +20.6% | -8.0% |
| 3Y | -40.4% | +45.4% | -85.8% | -60.5% |
| 5Y | -63.8% | -44.6% | -19.2% | -61.8% |
| All | +49.0% | +44.3% | +4.7% | +5.1% |
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 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