+379.1%
BB vs PEGA
+2,248.1%
-1,869.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.9% | +9.4% | +6.3% |
| 7D | +15.0% | -10.0% | +24.9% | +17.3% |
| 30D | +3.5% | -12.7% | +16.2% | +6.2% |
| 3M | +2.7% | -4.6% | +7.3% | +3.2% |
| 6M | +44.7% | -13.1% | +57.8% | +46.8% |
| YTD | +143.3% | -47.6% | +190.8% | +170.7% |
| 1Y | +102.2% | -47.0% | +149.2% | +124.1% |
| 3Y | +156.1% | +42.0% | +114.1% | +125.0% |
| 5Y | -17.6% | -47.8% | +30.2% | -14.2% |
| 10Y | +29.0% | +92.0% | -63.0% | +8.8% |
| All | +379.1% | +2,248.1% | -1,869.1% | +70.0% |
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