-31.8%
PEGA vs FGI
-66.3%
+34.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.2% | -4.1% | +1.9% |
| 7D | -4.6% | +13.5% | -18.1% | -4.9% |
| 30D | -6.8% | +17.1% | -23.9% | -7.3% |
| 3M | +2.6% | +78.0% | -75.5% | -0.6% |
| 6M | -5.4% | +46.4% | -51.8% | -8.1% |
| YTD | -46.0% | +47.7% | -93.8% | -48.1% |
| 1Y | -45.6% | +56.8% | -102.4% | -47.8% |
| 3Y | +43.2% | +12.3% | +30.9% | +36.4% |
| All | -31.8% | -66.3% | +34.5% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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