-75.0%
FRSH vs PEGA
-44.3%
-30.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.5% |
| 7D | -11.2% | -5.3% | -5.9% | -8.7% |
| 30D | -0.8% | +8.3% | -9.1% | -4.6% |
| 3M | +26.4% | +8.9% | +17.5% | +20.6% |
| 6M | +48.4% | -19.7% | +68.1% | +63.6% |
| YTD | -3.1% | -39.9% | +36.8% | +22.4% |
| 1Y | -8.7% | -36.4% | +27.7% | +10.9% |
| 3Y | -45.8% | +52.8% | -98.6% | -61.9% |
| All | -75.0% | -44.3% | -30.7% | -67.4% |
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