-46.6%
FRSH vs PEGA
+52.0%
-98.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.3% |
| 7D | -11.2% | -5.3% | -5.9% | -9.0% |
| 30D | -0.8% | +8.3% | -9.1% | -4.0% |
| 3M | +26.4% | +8.9% | +17.5% | +21.5% |
| 6M | +48.4% | -19.7% | +68.1% | +60.1% |
| YTD | -3.1% | -39.9% | +36.8% | +15.5% |
| 1Y | -8.7% | -36.4% | +27.7% | +5.9% |
| All | -46.6% | +52.0% | -98.6% | -52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling