+2,159.9%
FTI vs PEGA
+4,920.0%
-2,760.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | +5.3% | +3.3% | +2.0% | +4.6% |
| 30D | +15.3% | +17.7% | -2.4% | +11.7% |
| 3M | +15.8% | +5.8% | +10.0% | +13.4% |
| 6M | +22.6% | -20.3% | +42.8% | +25.8% |
| YTD | +79.5% | -37.1% | +116.7% | +91.0% |
| 1Y | +102.0% | -30.2% | +132.2% | +109.4% |
| 3Y | +315.8% | +48.1% | +267.7% | +257.5% |
| 5Y | +1,129.5% | -46.8% | +1,176.3% | +1,135.4% |
| 10Y | +320.9% | +191.3% | +129.6% | +198.0% |
| All | +2,159.9% | +4,920.0% | -2,760.1% | +885.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling