+42.2%
BEN vs PEGA
-45.7%
+87.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.7% |
| 7D | +0.2% | +3.3% | -3.1% | -0.5% |
| 30D | -0.5% | +17.7% | -18.3% | -4.1% |
| 3M | +9.7% | +5.8% | +3.9% | +7.5% |
| 6M | +33.9% | -20.3% | +54.2% | +38.9% |
| YTD | +49.0% | -37.1% | +86.1% | +61.8% |
| 1Y | +42.1% | -30.2% | +72.3% | +49.6% |
| 3Y | +51.9% | +48.1% | +3.8% | +25.3% |
| All | +42.2% | -45.7% | +87.8% | +66.6% |
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