+128.0%
PFGC vs PEGA
-45.3%
+173.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -1.4% |
| 7D | +8.5% | -4.5% | +13.0% | +9.3% |
| 30D | +15.0% | -5.7% | +20.7% | +16.0% |
| 3M | -6.2% | +2.7% | -8.8% | -6.9% |
| 6M | +15.7% | -10.5% | +26.3% | +16.6% |
| YTD | +19.6% | -45.4% | +65.0% | +29.9% |
| 1Y | +13.2% | -44.7% | +57.9% | +22.5% |
| 3Y | +77.0% | +45.7% | +31.3% | +50.2% |
| All | +128.0% | -45.3% | +173.3% | +142.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling