+291.9%
FTI vs PEGA
+180.6%
+111.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.0% | -4.8% | -3.2% |
| 7D | -5.6% | -5.3% | -0.3% | -4.6% |
| 30D | +0.4% | +8.3% | -7.9% | -1.3% |
| 3M | +8.1% | +8.9% | -0.8% | +5.2% |
| 6M | +16.7% | -19.7% | +36.4% | +20.1% |
| YTD | +70.0% | -39.9% | +109.9% | +84.3% |
| 1Y | +85.4% | -36.4% | +121.8% | +97.2% |
| 3Y | +265.9% | +52.8% | +213.1% | +201.6% |
| 5Y | +1,072.7% | -45.7% | +1,118.4% | +1,194.0% |
| All | +291.9% | +180.6% | +111.3% | +182.9% |
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