-20.6%
PEGA vs FGI
-70.4%
+49.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.5% | -8.5% | -1.2% |
| 7D | +3.3% | +0.5% | +2.7% | +3.3% |
| 30D | +17.7% | +65.4% | -47.7% | +14.6% |
| 3M | +5.8% | +23.5% | -17.7% | +3.4% |
| 6M | -20.3% | +60.5% | -80.8% | -23.3% |
| YTD | -37.1% | +30.0% | -67.1% | -39.2% |
| 1Y | -30.2% | +82.1% | -112.3% | -33.6% |
| 3Y | +48.1% | -4.4% | +52.5% | +41.9% |
| All | -20.6% | -70.4% | +49.8% | -22.2% |
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