+137.5%
BB vs PEGA
+43.6%
+93.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.5% | +7.9% | +5.2% |
| 7D | +3.8% | -4.5% | +8.3% | +4.8% |
| 30D | -0.3% | -5.7% | +5.3% | +0.8% |
| 3M | -0.5% | +2.7% | -3.1% | -1.6% |
| 6M | +45.9% | -10.5% | +56.4% | +47.9% |
| YTD | +130.6% | -45.4% | +176.0% | +164.1% |
| 1Y | +89.2% | -44.7% | +133.9% | +115.4% |
| 3Y | +137.5% | +45.7% | +91.8% | +93.2% |
| All | +137.5% | +43.6% | +93.9% | +93.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling