-85.1%
FRMI vs PEGA
-44.6%
-40.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +1.2% | +25.5% | +26.8% |
| 7D | +66.2% | +0.1% | +66.1% | +66.2% |
| 30D | -17.4% | -4.1% | -13.3% | -17.7% |
| 3M | -60.5% | -2.8% | -57.6% | -60.6% |
| 6M | -56.5% | -0.4% | -56.1% | -56.5% |
| YTD | -67.4% | -45.4% | -22.0% | -63.5% |
| 1Y | -85.1% | -42.6% | -42.5% | -84.2% |
| All | -85.1% | -44.6% | -40.5% | -84.2% |
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 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