+90.8%
FOXA vs PEGA
+17.2%
+73.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.2% |
| 7D | -4.0% | +3.3% | -7.3% | -4.5% |
| 30D | +12.0% | +17.7% | -5.8% | +8.8% |
| 3M | +0.3% | +5.8% | -5.5% | -1.3% |
| 6M | +12.5% | -20.3% | +32.7% | +15.5% |
| YTD | -9.6% | -37.1% | +27.5% | -3.8% |
| 1Y | +8.6% | -30.2% | +38.8% | +13.0% |
| 3Y | +118.5% | +48.1% | +70.4% | +88.6% |
| 5Y | +88.8% | -46.8% | +135.5% | +107.1% |
| All | +90.8% | +17.2% | +73.6% | +40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling