-75.0%
FRSH vs PEGA
-43.5%
-31.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.6% |
| 7D | -6.6% | -3.0% | -3.6% | -5.2% |
| 30D | +2.1% | +15.9% | -13.8% | -5.0% |
| 3M | +29.0% | +10.8% | +18.1% | +22.0% |
| 6M | +48.6% | -16.5% | +65.1% | +60.7% |
| YTD | -2.9% | -39.0% | +36.1% | +21.7% |
| 1Y | -7.9% | -37.3% | +29.4% | +12.6% |
| 3Y | -46.5% | +59.2% | -105.7% | -63.2% |
| All | -75.0% | -43.5% | -31.5% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling