-61.0%
FND vs PEGA
-47.9%
-13.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.2% | -0.4% | -3.4% |
| 7D | +0.4% | -2.4% | +2.8% | +1.1% |
| 30D | -23.6% | +9.6% | -33.2% | -25.8% |
| 3M | +4.3% | +2.3% | +2.0% | +2.4% |
| 6M | -20.3% | -23.9% | +3.6% | -15.0% |
| YTD | -21.3% | -39.8% | +18.5% | -10.9% |
| 1Y | -45.4% | -37.4% | -8.0% | -39.4% |
| 3Y | -48.9% | +53.1% | -102.0% | -63.2% |
| 5Y | -61.0% | -47.2% | -13.8% | -56.3% |
| All | -61.0% | -47.9% | -13.1% | -56.3% |
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 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