-22.0%
FND vs PEGA
-44.6%
+22.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.4% |
| 7D | -6.8% | +0.1% | -6.9% | -6.9% |
| 30D | +8.0% | -4.1% | +12.1% | +8.5% |
| 3M | -18.9% | -2.8% | -16.1% | -18.6% |
| 6M | +4.7% | -0.4% | +5.1% | +4.0% |
| YTD | -21.6% | -45.4% | +23.8% | -20.9% |
| 1Y | -22.0% | -42.6% | +20.6% | -22.1% |
| All | -22.0% | -44.6% | +22.5% | -22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling