+7,284.5%
BBY vs PEGA
+1,209.2%
+6,075.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.1% | +3.3% |
| 7D | +9.5% | +3.3% | +6.2% | +9.0% |
| 30D | +6.8% | +17.7% | -10.9% | +4.4% |
| 3M | +28.9% | +5.8% | +23.1% | +27.2% |
| 6M | +37.8% | -20.3% | +58.1% | +41.0% |
| YTD | +38.7% | -37.1% | +75.9% | +45.7% |
| 1Y | +23.7% | -30.2% | +53.9% | +27.7% |
| 3Y | +39.1% | +48.1% | -9.0% | +25.9% |
| 5Y | -0.4% | -46.8% | +46.4% | +0.6% |
| 10Y | +234.0% | +191.3% | +42.7% | +172.9% |
| All | +7,284.5% | +1,209.2% | +6,075.2% | +3,486.8% |
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 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