+115.3%
FOXA vs PEGA
+48.1%
+67.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +0.2% |
| 7D | -0.6% | -2.4% | +1.8% | -0.4% |
| 30D | +2.3% | +9.6% | -7.3% | +1.2% |
| 3M | -2.8% | +2.3% | -5.2% | -3.6% |
| 6M | +9.6% | -23.9% | +33.5% | +11.9% |
| YTD | -9.9% | -39.8% | +29.9% | -5.8% |
| 1Y | +5.4% | -37.4% | +42.8% | +9.4% |
| 3Y | +115.3% | +53.1% | +62.1% | +98.3% |
| All | +115.3% | +48.1% | +67.2% | +98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling