+8.1%
FPS vs PEGA
-3.9%
+12.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.4% | +2.3% |
| 7D | +3.1% | +3.3% | -0.2% | +3.5% |
| 30D | -18.6% | +17.7% | -36.3% | -16.9% |
| 3M | -51.5% | +5.8% | -57.3% | -49.3% |
| 6M | -8.5% | -20.3% | +11.7% | -6.7% |
| All | +8.1% | -3.9% | +12.0% | +10.9% |
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