+178.4%
FTI vs PEGA
+94.9%
+83.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.1% |
| 7D | +5.4% | -4.6% | +10.0% | +6.3% |
| 30D | -8.2% | -6.8% | -1.4% | -7.2% |
| 3M | -13.7% | +2.6% | -16.3% | -14.7% |
| 6M | -11.2% | -5.4% | -5.8% | -11.7% |
| YTD | +46.0% | -46.0% | +92.0% | +61.1% |
| 1Y | +51.8% | -45.6% | +97.4% | +66.8% |
| 3Y | +206.7% | +43.2% | +163.6% | +153.7% |
| 5Y | +862.0% | -45.3% | +907.3% | +937.5% |
| All | +178.4% | +94.9% | +83.4% | +104.4% |
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