+300.1%
BB vs PEGA
+2,715.5%
-2,415.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | -5.6% | +3.3% | -8.9% | -6.3% |
| 30D | -11.8% | +17.7% | -29.5% | -14.7% |
| 3M | -25.5% | +5.8% | -31.3% | -27.1% |
| 6M | +121.3% | -20.3% | +141.5% | +128.3% |
| YTD | +103.2% | -37.1% | +140.3% | +118.7% |
| 1Y | +102.6% | -30.2% | +132.8% | +112.4% |
| 3Y | +37.5% | +48.1% | -10.6% | +20.1% |
| 5Y | -30.4% | -46.8% | +16.4% | -27.7% |
| 10Y | 0.0% | +191.3% | -191.3% | -21.4% |
| All | +300.1% | +2,715.5% | -2,415.4% | +37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling