-31.1%
PEGA vs FGI
-70.6%
+39.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.5% |
| 7D | -4.5% | -7.0% | +2.4% | -4.3% |
| 30D | -5.7% | -4.2% | -1.4% | -5.6% |
| 3M | +2.6% | +55.6% | -53.0% | -0.2% |
| 6M | -10.6% | -3.2% | -7.4% | -12.4% |
| YTD | -45.5% | +29.1% | -74.6% | -47.4% |
| 1Y | -44.8% | +51.0% | -95.8% | -46.9% |
| 3Y | +45.5% | +1.5% | +44.0% | +39.1% |
| All | -31.1% | -70.6% | +39.5% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling