-33.2%
PEGA vs FGI
-68.3%
+35.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.9% | -6.3% | -0.6% |
| 7D | -8.6% | +6.9% | -15.5% | -8.8% |
| 30D | -10.1% | +3.9% | -14.0% | -10.2% |
| 3M | -4.7% | +74.3% | -79.0% | -7.6% |
| 6M | -8.0% | +28.9% | -36.9% | -10.4% |
| YTD | -47.1% | +39.1% | -86.3% | -49.1% |
| 1Y | -47.5% | +49.3% | -96.8% | -49.5% |
| 3Y | +40.2% | +5.7% | +34.5% | +33.9% |
| All | -33.2% | -68.3% | +35.1% | -34.8% |
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