+1,121.3%
BEN vs PEGA
+1,005.9%
+115.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.0% |
| 7D | +12.1% | -8.2% | +20.4% | +13.4% |
| 30D | +13.4% | -11.6% | +25.0% | +15.1% |
| 3M | +9.4% | -4.2% | +13.5% | +9.6% |
| 6M | +19.3% | -12.0% | +31.2% | +20.2% |
| YTD | +57.3% | -46.9% | +104.2% | +68.3% |
| 1Y | +69.1% | -47.0% | +116.1% | +80.9% |
| 3Y | +85.6% | +40.9% | +44.7% | +69.9% |
| 5Y | +32.9% | -45.4% | +78.3% | +33.9% |
| 10Y | +58.3% | +95.9% | -37.6% | +35.6% |
| All | +1,121.3% | +1,005.9% | +115.4% | +614.6% |
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 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