+1,737.6%
FTI vs PEGA
+4,209.1%
-2,471.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.1% |
| 7D | +5.4% | -4.6% | +10.0% | +6.3% |
| 30D | -8.2% | -6.8% | -1.4% | -7.2% |
| 3M | -13.7% | +2.6% | -16.3% | -14.6% |
| 6M | -11.2% | -5.4% | -5.8% | -11.7% |
| YTD | +46.0% | -46.0% | +92.0% | +59.1% |
| 1Y | +51.8% | -45.6% | +97.4% | +64.8% |
| 3Y | +206.7% | +43.2% | +163.6% | +164.4% |
| 5Y | +862.0% | -45.3% | +907.3% | +853.7% |
| 10Y | +182.3% | +88.9% | +93.4% | +116.2% |
| All | +1,737.6% | +4,209.1% | -2,471.4% | +720.4% |
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