+67.0%
FROG vs PEGA
-48.7%
+115.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.9% | +11.0% | +9.0% |
| 7D | +27.1% | -10.0% | +37.1% | +32.9% |
| 30D | +5.8% | -12.7% | +18.5% | +12.1% |
| 3M | +20.8% | -4.6% | +25.4% | +22.4% |
| 6M | +53.3% | -13.1% | +66.4% | +60.9% |
| YTD | +73.2% | -47.6% | +120.8% | +127.0% |
| 1Y | +80.3% | -47.0% | +127.3% | +135.0% |
| 3Y | +318.3% | +42.0% | +276.3% | +195.7% |
| 5Y | +179.9% | -47.8% | +227.7% | +232.7% |
| All | +67.0% | -48.7% | +115.7% | +98.8% |
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