+90.1%
FOXA vs PEGA
+12.1%
+78.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +1.7% |
| 7D | -3.7% | -5.3% | +1.6% | -2.9% |
| 30D | +5.4% | +8.3% | -2.9% | +3.8% |
| 3M | -3.7% | +8.9% | -12.7% | -5.6% |
| 6M | +12.6% | -19.7% | +32.3% | +15.4% |
| YTD | -10.0% | -39.9% | +29.9% | -3.5% |
| 1Y | +15.0% | -36.4% | +51.4% | +21.6% |
| 3Y | +115.1% | +52.8% | +62.3% | +84.0% |
| 5Y | +93.0% | -45.7% | +138.7% | +108.8% |
| All | +90.1% | +12.1% | +78.1% | +40.9% |
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