+72.0%
FROG vs PEGA
-35.6%
+107.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | +0.8% |
| 7D | -5.5% | -2.4% | -3.1% | -4.5% |
| 30D | -3.1% | +9.6% | -12.7% | -6.9% |
| 3M | +1.2% | +2.3% | -1.1% | -0.5% |
| 6M | +113.7% | -23.9% | +137.6% | +134.2% |
| YTD | +38.9% | -39.8% | +78.6% | +64.8% |
| 1Y | +72.0% | -37.4% | +109.4% | +104.5% |
| All | +72.0% | -35.6% | +107.6% | +104.5% |
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 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