-48.0%
PEGA vs FIVN
-82.0%
+34.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.0% |
| 7D | -6.1% | -9.6% | +3.5% | -2.2% |
| 30D | +6.4% | -11.9% | +18.3% | +12.0% |
| 3M | +2.9% | +40.1% | -37.2% | -10.9% |
| 6M | -23.8% | +68.3% | -92.2% | -40.5% |
| YTD | -41.1% | +51.5% | -92.5% | -52.0% |
| 1Y | -38.2% | +15.1% | -53.4% | -44.3% |
| 3Y | +49.8% | -55.6% | +105.4% | +82.4% |
| 5Y | -48.0% | -82.4% | +34.4% | -17.6% |
| All | -48.0% | -82.0% | +34.0% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling