+1,035.1%
BEN vs PEGA
+1,036.4%
-1.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.5% | +8.2% | +5.2% |
| 7D | +6.6% | -4.5% | +11.1% | +7.2% |
| 30D | +3.8% | -5.7% | +9.5% | +4.6% |
| 3M | +0.2% | +2.7% | -2.4% | -0.5% |
| 6M | +10.4% | -10.5% | +21.0% | +11.1% |
| YTD | +46.2% | -45.4% | +91.6% | +55.9% |
| 1Y | +52.3% | -44.7% | +97.0% | +62.1% |
| 3Y | +65.9% | +45.7% | +20.3% | +51.3% |
| 5Y | +20.6% | -45.3% | +65.8% | +21.5% |
| 10Y | +64.8% | +102.6% | -37.8% | +40.6% |
| All | +1,035.1% | +1,036.4% | -1.3% | +562.1% |
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 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