+418.8%
BE vs PEGA
-35.6%
+454.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -4.2% | +13.8% | +8.2% |
| 7D | +29.8% | -2.4% | +32.2% | +28.9% |
| 30D | +26.4% | +9.6% | +16.8% | +30.9% |
| 3M | +9.3% | +2.3% | +7.0% | +15.7% |
| 6M | +105.1% | -23.9% | +129.0% | +110.9% |
| YTD | +219.0% | -39.8% | +258.8% | +233.6% |
| 1Y | +418.8% | -37.4% | +456.2% | +424.8% |
| All | +418.8% | -35.6% | +454.3% | +424.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling