+99.6%
FOXA vs PEGA
+1.9%
+97.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.2% | +2.9% | +3.9% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | +10.0% | -4.1% | +14.1% | +10.7% |
| 3M | +5.0% | -2.8% | +7.8% | +5.2% |
| 6M | +3.4% | -0.4% | +3.8% | +2.7% |
| YTD | -5.5% | -45.4% | +39.9% | +2.8% |
| 1Y | +5.5% | -42.6% | +48.2% | +13.7% |
| 3Y | +139.3% | +45.4% | +93.9% | +106.0% |
| 5Y | +77.2% | -44.6% | +121.8% | +87.7% |
| All | +99.6% | +1.9% | +97.7% | +50.1% |
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 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