+98.3%
FOXA vs PEGA
-1.4%
+99.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -2.4% | -8.6% | +6.2% | -0.9% |
| 30D | +8.6% | -10.1% | +18.7% | +10.5% |
| 3M | +9.9% | -4.7% | +14.6% | +10.4% |
| 6M | +0.8% | -8.0% | +8.8% | +1.4% |
| YTD | -6.1% | -47.1% | +41.0% | +2.7% |
| 1Y | +3.3% | -47.5% | +50.7% | +13.0% |
| 3Y | +133.5% | +40.2% | +93.2% | +102.3% |
| 5Y | +75.8% | -45.7% | +121.6% | +86.6% |
| All | +98.3% | -1.4% | +99.7% | +50.0% |
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