+108.6%
FTV vs PEGA
+97.3%
+11.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | +3.9% | +0.1% | +3.8% | +3.8% |
| 30D | +18.7% | -4.1% | +22.8% | +19.5% |
| 3M | +10.0% | -2.8% | +12.8% | +10.1% |
| 6M | +14.6% | -0.4% | +15.0% | +12.9% |
| YTD | +23.4% | -45.4% | +68.8% | +37.4% |
| 1Y | +31.3% | -42.6% | +73.9% | +44.2% |
| 3Y | +39.8% | +45.4% | -5.6% | +13.3% |
| 5Y | +17.7% | -44.6% | +62.3% | +22.1% |
| All | +108.6% | +97.3% | +11.3% | +42.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling