+86.9%
FOXA vs PEGA
-48.2%
+135.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.8% |
| 7D | -5.4% | -6.1% | +0.7% | -4.7% |
| 30D | +1.1% | +6.4% | -5.3% | +0.2% |
| 3M | -6.1% | +2.9% | -9.0% | -6.9% |
| 6M | +8.2% | -23.8% | +32.1% | +11.0% |
| YTD | -11.8% | -41.1% | +29.3% | -6.9% |
| 1Y | +9.9% | -38.2% | +48.1% | +15.0% |
| 3Y | +110.7% | +49.8% | +60.9% | +90.5% |
| 5Y | +86.9% | -48.0% | +135.0% | +101.3% |
| All | +86.9% | -48.2% | +135.1% | +101.3% |
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