-60.3%
FND vs PEGA
-47.0%
-13.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.9% | +8.0% | +5.2% |
| 7D | +8.5% | -10.0% | +18.5% | +11.8% |
| 30D | +17.2% | -12.7% | +29.9% | +21.7% |
| 3M | -14.9% | -4.6% | -10.3% | -14.3% |
| 6M | +3.1% | -13.1% | +16.2% | +5.7% |
| YTD | -12.4% | -47.6% | +35.2% | +2.9% |
| 1Y | -10.0% | -47.0% | +37.0% | +5.1% |
| 3Y | -31.3% | +42.0% | -73.3% | -50.1% |
| 5Y | -60.3% | -47.8% | -12.5% | -55.0% |
| All | -60.3% | -47.0% | -13.3% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling