+306.6%
FWONK vs PEGA
+240.9%
+65.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.4% |
| 7D | -0.6% | -6.1% | +5.5% | +0.7% |
| 30D | -5.8% | +6.4% | -12.2% | -7.3% |
| 3M | +10.0% | +2.9% | +7.1% | +8.3% |
| 6M | +14.7% | -23.8% | +38.5% | +20.1% |
| YTD | -1.7% | -41.1% | +39.3% | +8.0% |
| 1Y | -4.6% | -38.2% | +33.6% | +3.0% |
| 3Y | +46.7% | +49.8% | -3.2% | +18.5% |
| 5Y | +99.4% | -48.0% | +147.4% | +113.1% |
| 10Y | +345.6% | +173.1% | +172.4% | +198.7% |
| All | +306.6% | +240.9% | +65.7% | +154.8% |
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