+278.4%
FTI vs PEGA
+48.1%
+230.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.1% | -1.6% |
| 7D | -0.2% | -2.4% | +2.2% | +0.1% |
| 30D | +12.3% | +9.6% | +2.7% | +11.1% |
| 3M | +13.8% | +2.3% | +11.4% | +13.2% |
| 6M | +24.3% | -23.9% | +48.2% | +28.4% |
| YTD | +75.8% | -39.8% | +115.5% | +87.8% |
| 1Y | +99.6% | -37.4% | +137.0% | +110.7% |
| 3Y | +278.4% | +53.1% | +225.3% | +191.0% |
| All | +278.4% | +48.1% | +230.4% | +191.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling