-23.7%
FPS vs PEGA
-16.5%
-7.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.4% | +0.2% |
| 7D | +13.6% | +0.1% | +13.5% | +13.9% |
| 30D | -32.4% | -4.1% | -28.2% | -32.6% |
| 3M | -41.1% | -2.8% | -38.3% | -41.3% |
| 6M | -51.4% | -0.4% | -51.0% | -50.1% |
| All | -23.7% | -16.5% | -7.2% | -23.2% |
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