+3.4%
FTV vs PEGA
-47.9%
+51.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.1% |
| 7D | -0.4% | -2.4% | +2.0% | 0.0% |
| 30D | -8.3% | +9.6% | -17.9% | -9.7% |
| 3M | -7.4% | +2.3% | -9.7% | -8.3% |
| 6M | -1.2% | -23.9% | +22.7% | +2.1% |
| YTD | +2.7% | -39.8% | +42.5% | +9.7% |
| 1Y | +18.4% | -37.4% | +55.9% | +25.1% |
| 3Y | -2.0% | +53.1% | -55.2% | -15.6% |
| 5Y | +3.4% | -47.2% | +50.6% | +6.6% |
| All | +3.4% | -47.9% | +51.4% | +6.6% |
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