+184.1%
FTI vs PEGA
+97.3%
+86.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.8% | +1.8% |
| 7D | +4.3% | +0.1% | +4.2% | +4.3% |
| 30D | -4.7% | -4.1% | -0.5% | -4.2% |
| 3M | -13.5% | -2.8% | -10.7% | -13.6% |
| 6M | -8.7% | -0.4% | -8.3% | -10.2% |
| YTD | +49.0% | -45.4% | +94.4% | +64.0% |
| 1Y | +54.0% | -42.6% | +96.6% | +67.3% |
| 3Y | +211.6% | +45.4% | +166.2% | +156.9% |
| 5Y | +881.9% | -44.6% | +926.5% | +956.5% |
| All | +184.1% | +97.3% | +86.8% | +108.1% |
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