+70.7%
FROG vs PEGA
-47.2%
+118.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | 0.0% |
| 7D | +48.2% | -4.6% | +52.8% | +50.5% |
| 30D | +11.4% | -6.8% | +18.2% | +14.3% |
| 3M | +28.5% | +2.6% | +26.0% | +25.9% |
| 6M | +63.7% | -5.4% | +69.1% | +64.9% |
| YTD | +77.1% | -46.0% | +123.1% | +128.8% |
| 1Y | +79.3% | -45.6% | +125.0% | +130.7% |
| 3Y | +323.8% | +43.2% | +280.6% | +198.6% |
| 5Y | +198.9% | -45.3% | +244.2% | +245.8% |
| All | +70.7% | -47.2% | +118.0% | +100.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling