+977.1%
BE vs PEGA
+24.5%
+952.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.7% | -2.0% |
| 7D | +23.9% | -6.1% | +30.1% | +27.0% |
| 30D | +27.8% | +6.4% | +21.5% | +23.4% |
| 3M | +3.7% | +2.9% | +0.8% | -1.9% |
| 6M | +78.0% | -23.8% | +101.8% | +88.1% |
| YTD | +209.9% | -41.1% | +251.0% | +259.2% |
| 1Y | +389.6% | -38.2% | +427.8% | +445.1% |
| 3Y | +1,730.6% | +49.8% | +1,680.7% | +939.9% |
| 5Y | +1,227.8% | -48.0% | +1,275.8% | +1,494.7% |
| All | +977.1% | +24.5% | +952.6% | +610.5% |
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