-83.4%
FRMI vs PEGA
-37.4%
-46.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -2.2% |
| 7D | +10.9% | -5.3% | +16.2% | +10.1% |
| 30D | -24.3% | +8.3% | -32.6% | -23.1% |
| 3M | -21.8% | +8.9% | -30.7% | -20.1% |
| 6M | -33.0% | -19.7% | -13.3% | -30.1% |
| YTD | -32.6% | -39.9% | +7.3% | -34.0% |
| All | -83.4% | -37.4% | -46.0% | -82.9% |
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 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