+5.5%
FOXA vs PEGA
-44.6%
+50.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.2% | +2.9% | +4.0% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | +10.0% | -4.1% | +14.1% | +10.5% |
| 3M | +5.0% | -2.8% | +7.8% | +5.4% |
| 6M | +3.4% | -0.4% | +3.8% | +2.9% |
| YTD | -5.5% | -45.4% | +39.9% | +1.4% |
| 1Y | +5.5% | -42.6% | +48.2% | +12.3% |
| All | +5.5% | -44.6% | +50.1% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling