+847.0%
FTI vs PEGA
-45.8%
+892.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +1.4% | -8.6% | +10.0% | +2.2% |
| 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% | -7.9% |
| YTD | +47.1% | -47.1% | +94.2% | +55.8% |
| 1Y | +50.7% | -47.5% | +98.1% | +59.6% |
| 3Y | +209.0% | +40.2% | +168.7% | +188.4% |
| 5Y | +847.0% | -45.7% | +892.7% | +945.3% |
| All | +847.0% | -45.8% | +892.8% | +945.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling