+982.3%
PFG vs PEGA
+5,058.2%
-4,075.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.2% |
| 7D | +3.0% | -8.2% | +11.2% | +5.2% |
| 30D | +8.2% | -11.6% | +19.7% | +11.3% |
| 3M | +2.7% | -4.2% | +6.8% | +3.1% |
| 6M | +17.2% | -12.0% | +29.2% | +19.0% |
| YTD | +34.8% | -46.9% | +81.7% | +53.2% |
| 1Y | +43.6% | -47.0% | +90.5% | +63.0% |
| 3Y | +85.4% | +40.9% | +44.6% | +52.0% |
| 5Y | +102.2% | -45.4% | +147.5% | +100.8% |
| 10Y | +190.2% | +95.9% | +94.3% | +100.4% |
| All | +982.3% | +5,058.2% | -4,075.9% | +262.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 all: compounded portfolio wealth divided by compounded PEGA 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…
all analysis · Full analysis span regression · 6 months rolling