-83.0%
FRMI vs PEGA
-38.6%
-44.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -3.5% |
| 7D | +15.9% | -6.1% | +22.1% | +14.9% |
| 30D | -6.0% | +6.4% | -12.3% | -4.8% |
| 3M | -1.6% | +2.9% | -4.5% | +0.2% |
| 6M | -30.7% | -23.8% | -6.9% | -27.6% |
| YTD | -30.9% | -41.1% | +10.2% | -32.5% |
| All | -83.0% | -38.6% | -44.4% | -82.5% |
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