+42.0%
PEGA vs FGI
0.0%
+42.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.9% | -5.8% | -4.0% |
| 7D | -10.0% | -1.4% | -8.6% | -9.9% |
| 30D | -12.7% | -3.2% | -9.5% | -12.7% |
| 3M | -4.6% | +64.1% | -68.7% | -7.3% |
| 6M | -13.1% | +17.2% | -30.3% | -15.2% |
| YTD | -47.6% | +31.6% | -79.2% | -49.4% |
| 1Y | -47.0% | +45.1% | -92.1% | -49.0% |
| 3Y | +42.0% | -2.0% | +44.0% | +43.9% |
| All | +42.0% | 0.0% | +42.0% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling