+66.0%
BHP vs PEGA
-30.0%
+96.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.5% |
| 7D | -5.0% | +3.3% | -8.3% | -4.8% |
| 30D | +1.2% | +17.7% | -16.6% | +1.9% |
| 3M | +1.8% | +5.8% | -3.9% | +2.8% |
| 6M | +18.0% | -20.3% | +38.3% | +18.4% |
| YTD | +52.7% | -37.1% | +89.9% | +56.7% |
| 1Y | +66.0% | -30.2% | +96.2% | +69.9% |
| All | +66.0% | -30.0% | +96.0% | +69.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling