+317.0%
FWONK vs PEGA
+184.6%
+132.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | +0.1% | -3.0% | +3.1% | +0.7% |
| 30D | -7.7% | +15.9% | -23.6% | -10.9% |
| 3M | +5.7% | +10.8% | -5.1% | +2.4% |
| 6M | +13.5% | -16.5% | +30.0% | +16.5% |
| YTD | -3.0% | -39.0% | +36.1% | +6.1% |
| 1Y | -6.4% | -37.3% | +30.9% | +0.9% |
| 3Y | +43.8% | +59.2% | -15.3% | +13.2% |
| 5Y | +98.6% | -44.9% | +143.4% | +115.2% |
| All | +317.0% | +184.6% | +132.3% | +211.4% |
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 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