+1,157.0%
FTI vs PEGA
-48.2%
+1,205.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | -0.2% |
| 7D | -2.3% | -6.1% | +3.8% | -1.7% |
| 30D | +5.0% | +6.4% | -1.4% | +4.3% |
| 3M | +13.8% | +2.9% | +10.9% | +13.1% |
| 6M | +22.9% | -23.8% | +46.7% | +25.9% |
| YTD | +75.0% | -41.1% | +116.0% | +84.1% |
| 1Y | +96.9% | -38.2% | +135.1% | +105.1% |
| 3Y | +276.7% | +49.8% | +226.9% | +248.3% |
| 5Y | +1,157.0% | -48.0% | +1,205.0% | +1,351.2% |
| All | +1,157.0% | -48.2% | +1,205.2% | +1,351.2% |
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