+90.0%
FTI vs PEGA
-36.0%
+126.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +1.1% |
| 7D | -4.4% | -3.0% | -1.4% | -4.5% |
| 30D | +1.5% | +15.9% | -14.4% | +2.4% |
| 3M | +8.2% | +10.8% | -2.7% | +9.7% |
| 6M | +18.8% | -16.5% | +35.3% | +19.6% |
| YTD | +71.7% | -39.0% | +110.7% | +73.1% |
| 1Y | +90.0% | -37.3% | +127.3% | +87.5% |
| All | +90.0% | -36.0% | +126.1% | +87.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling