-48.9%
FND vs PEGA
+48.1%
-96.9%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.2% | -0.4% | -3.9% |
| 7D | +0.4% | -2.4% | +2.8% | +0.8% |
| 30D | -23.6% | +9.6% | -33.2% | -24.8% |
| 3M | +4.3% | +2.3% | +2.0% | +3.3% |
| 6M | -20.3% | -23.9% | +3.6% | -17.2% |
| YTD | -21.3% | -39.8% | +18.5% | -15.4% |
| 1Y | -45.4% | -37.4% | -8.0% | -41.9% |
| 3Y | -48.9% | +53.1% | -102.0% | -55.3% |
| All | -48.9% | +48.1% | -96.9% | -55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling