+1,076.1%
BE vs PEGA
-46.5%
+1,122.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.0% | +8.3% | +7.6% |
| 7D | +20.0% | +3.3% | +16.7% | +18.9% |
| 30D | +7.9% | +17.7% | -9.8% | +2.6% |
| 3M | -13.2% | +5.8% | -19.0% | -16.3% |
| 6M | +53.5% | -20.3% | +73.7% | +59.4% |
| YTD | +191.0% | -37.1% | +228.2% | +223.0% |
| 1Y | +360.5% | -30.2% | +390.7% | +384.0% |
| 3Y | +1,568.0% | +48.1% | +1,519.9% | +1,043.4% |
| All | +1,076.1% | -46.5% | +1,122.6% | +1,662.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling