+99.4%
FWONK vs PEGA
-45.0%
+144.3%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | 0.0% |
| 7D | +0.1% | -3.0% | +3.1% | +0.5% |
| 30D | -7.7% | +15.9% | -23.6% | -9.5% |
| 3M | +5.7% | +10.8% | -5.1% | +3.8% |
| 6M | +13.5% | -16.5% | +30.0% | +15.2% |
| YTD | -3.0% | -39.0% | +36.1% | +2.2% |
| 1Y | -6.4% | -37.3% | +30.9% | -2.2% |
| 3Y | +43.8% | +59.2% | -15.3% | +27.7% |
| All | +99.4% | -45.0% | +144.3% | +109.4% |
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 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