+59.3%
FND vs PEGA
+39.7%
+19.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -4.4% | -8.6% | +4.2% | -1.2% |
| 30D | +14.5% | -10.1% | +24.6% | +18.9% |
| 3M | -15.6% | -4.7% | -10.9% | -14.8% |
| 6M | +4.7% | -8.0% | +12.7% | +5.4% |
| YTD | -16.1% | -47.1% | +31.0% | +2.6% |
| 1Y | -16.0% | -47.5% | +31.5% | +2.7% |
| 3Y | -35.5% | +40.2% | -75.7% | -56.5% |
| 5Y | -60.5% | -45.7% | -14.8% | -58.1% |
| All | +59.3% | +39.7% | +19.7% | +13.9% |
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