+68.2%
FROG vs PEGA
-47.6%
+115.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.9% | +11.0% | +8.8% |
| 7D | +27.1% | -10.0% | +37.1% | +32.6% |
| 30D | +5.8% | -12.7% | +18.5% | +11.7% |
| 3M | +20.8% | -4.6% | +25.4% | +22.1% |
| 6M | +53.3% | -13.1% | +66.4% | +61.3% |
| YTD | +73.2% | -47.6% | +120.8% | +133.8% |
| All | +68.2% | -47.6% | +115.8% | +126.7% |
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