+33.9%
FROG vs PEGA
-41.1%
+75.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | +1.0% |
| 7D | -5.5% | -2.4% | -3.1% | -4.4% |
| 30D | -3.1% | +9.6% | -12.7% | -7.3% |
| 3M | +1.2% | +2.3% | -1.1% | -1.2% |
| 6M | +113.7% | -23.9% | +137.6% | +138.8% |
| YTD | +38.9% | -39.8% | +78.6% | +71.8% |
| 1Y | +72.0% | -37.4% | +109.4% | +106.8% |
| 3Y | +217.1% | +53.1% | +164.0% | +118.3% |
| 5Y | +130.6% | -47.2% | +177.8% | +182.0% |
| All | +33.9% | -41.1% | +75.0% | +50.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling