+246.5%
BBY vs PEGA
+184.6%
+61.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.7% |
| 7D | +0.6% | -3.0% | +3.6% | +1.4% |
| 30D | +9.4% | +15.9% | -6.5% | +5.1% |
| 3M | +19.3% | +10.8% | +8.5% | +14.9% |
| 6M | +47.9% | -16.5% | +64.4% | +52.6% |
| YTD | +39.6% | -39.0% | +78.6% | +54.9% |
| 1Y | +22.2% | -37.3% | +59.5% | +33.6% |
| 3Y | +45.0% | +59.2% | -14.2% | +10.2% |
| 5Y | +2.6% | -44.9% | +47.4% | +8.1% |
| All | +246.5% | +184.6% | +61.9% | +150.8% |
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