+207.5%
FTI vs PEGA
+41.6%
+165.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +1.4% | -8.6% | +10.0% | +2.3% |
| 30D | -6.3% | -10.1% | +3.8% | -5.4% |
| 3M | -13.1% | -4.7% | -8.4% | -13.0% |
| 6M | -8.0% | -8.0% | 0.0% | -7.8% |
| YTD | +47.1% | -47.1% | +94.2% | +58.8% |
| 1Y | +50.7% | -47.5% | +98.1% | +62.6% |
| All | +207.5% | +41.6% | +165.9% | +174.3% |
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