-84.3%
FRMI vs PEGA
-34.6%
-49.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.0% | +6.3% | +5.2% |
| 7D | +2.4% | +3.3% | -0.9% | +2.9% |
| 30D | -17.3% | +17.7% | -35.0% | -15.2% |
| 3M | -17.2% | +5.8% | -22.9% | -14.7% |
| 6M | -43.4% | -20.3% | -23.1% | -40.2% |
| YTD | -36.0% | -37.1% | +1.1% | -36.9% |
| All | -84.3% | -34.6% | -49.7% | -83.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling