+593.0%
BE vs PEGA
+15.3%
+577.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.5% | +6.9% | +4.8% |
| 7D | -14.7% | -4.5% | -10.2% | -13.1% |
| 30D | -40.5% | -5.7% | -34.8% | -39.4% |
| 3M | -24.3% | +2.7% | -27.0% | -26.9% |
| 6M | -39.3% | -10.5% | -28.8% | -40.3% |
| YTD | +99.4% | -45.4% | +144.8% | +135.8% |
| 1Y | +26.6% | -44.7% | +71.3% | +50.4% |
| 3Y | +1,616.9% | +45.7% | +1,571.3% | +866.4% |
| 5Y | +441.4% | -45.3% | +486.6% | +492.2% |
| All | +593.0% | +15.3% | +577.7% | +366.4% |
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