+21.9%
BB vs PEGA
+97.3%
-75.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -2.9% |
| 7D | +1.8% | +0.1% | +1.7% | +1.6% |
| 30D | +8.1% | -4.1% | +12.3% | +9.4% |
| 3M | -1.0% | -2.8% | +1.8% | -0.9% |
| 6M | +45.9% | -0.4% | +46.3% | +41.2% |
| YTD | +134.8% | -45.4% | +180.2% | +185.8% |
| 1Y | +104.6% | -42.6% | +147.2% | +142.6% |
| 3Y | +152.8% | +45.4% | +107.4% | +73.8% |
| 5Y | -17.4% | -44.6% | +27.2% | -11.8% |
| All | +21.9% | +97.3% | -75.4% | -21.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling