+419.1%
PFGC vs PEGA
+212.8%
+206.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.3% |
| 7D | -2.2% | +3.3% | -5.5% | -3.1% |
| 30D | -11.9% | +17.7% | -29.7% | -16.1% |
| 3M | +5.0% | +5.8% | -0.8% | +2.1% |
| 6M | +8.6% | -20.3% | +28.9% | +13.5% |
| YTD | +9.7% | -37.1% | +46.8% | +21.4% |
| 1Y | -6.3% | -30.2% | +23.9% | -0.6% |
| 3Y | +58.2% | +48.1% | +10.1% | +19.5% |
| 5Y | +110.4% | -46.8% | +157.2% | +133.2% |
| 10Y | +272.8% | +191.3% | +81.4% | +146.0% |
| All | +419.1% | +212.8% | +206.3% | +237.5% |
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