+168.5%
PEGA vs FIVN
+115.6%
+52.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | -5.3% | -11.3% | +6.0% | -0.9% |
| 30D | +8.3% | -7.3% | +15.6% | +11.5% |
| 3M | +8.9% | +41.7% | -32.8% | -5.0% |
| 6M | -19.7% | +78.3% | -98.0% | -37.4% |
| YTD | -39.9% | +50.9% | -90.8% | -50.2% |
| 1Y | -36.4% | +19.7% | -56.0% | -43.0% |
| 3Y | +52.8% | -55.7% | +108.5% | +83.7% |
| 5Y | -45.7% | -82.6% | +36.9% | -15.2% |
| All | +168.5% | +115.6% | +52.9% | +109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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