+2.4%
BB vs PEGA
+170.9%
-168.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.6% | -0.7% |
| 7D | +1.8% | -6.1% | +8.0% | +4.3% |
| 30D | -12.2% | +6.4% | -18.6% | -14.6% |
| 3M | -12.3% | +2.9% | -15.2% | -15.4% |
| 6M | +122.7% | -23.8% | +146.5% | +141.1% |
| YTD | +104.5% | -41.1% | +145.5% | +143.0% |
| 1Y | +106.7% | -38.2% | +144.9% | +137.4% |
| 3Y | +70.0% | +49.8% | +20.1% | +17.6% |
| 5Y | -27.8% | -48.0% | +20.2% | -18.8% |
| 10Y | +2.4% | +173.1% | -170.8% | -38.2% |
| All | +2.4% | +170.9% | -168.5% | -38.2% |
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