+102.6%
BB vs PEGA
-30.0%
+132.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -5.6% | +3.3% | -8.9% | -6.0% |
| 30D | -11.8% | +17.7% | -29.5% | -13.6% |
| 3M | -25.5% | +5.8% | -31.3% | -25.5% |
| 6M | +121.3% | -20.3% | +141.5% | +132.5% |
| YTD | +103.2% | -37.1% | +140.3% | +120.1% |
| 1Y | +102.6% | -30.2% | +132.8% | +119.3% |
| All | +102.6% | -30.0% | +132.6% | +119.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling