-24.3%
BB vs PEGA
-47.9%
+23.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.2% | +6.4% | +3.6% |
| 7D | +0.5% | -2.4% | +2.9% | +1.2% |
| 30D | -12.4% | +9.6% | -22.0% | -15.2% |
| 3M | -15.3% | +2.3% | -17.6% | -17.4% |
| 6M | +128.8% | -23.9% | +152.7% | +145.8% |
| YTD | +107.7% | -39.8% | +147.4% | +140.3% |
| 1Y | +103.9% | -37.4% | +141.3% | +130.0% |
| 3Y | +72.6% | +53.1% | +19.4% | +25.1% |
| 5Y | -24.3% | -47.2% | +23.0% | +5.2% |
| All | -24.3% | -47.9% | +23.7% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling