+477.8%
BHP vs PEGA
+180.6%
+297.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.0% | -7.3% | -5.6% |
| 7D | -3.7% | -5.3% | +1.6% | -2.9% |
| 30D | -0.8% | +8.3% | -9.1% | -2.4% |
| 3M | +7.6% | +8.9% | -1.3% | +5.0% |
| 6M | +20.8% | -19.7% | +40.5% | +24.0% |
| YTD | +50.8% | -39.9% | +90.7% | +62.1% |
| 1Y | +70.9% | -36.4% | +107.3% | +80.7% |
| 3Y | +78.0% | +52.8% | +25.2% | +45.3% |
| 5Y | +113.1% | -45.7% | +158.8% | +126.6% |
| All | +477.8% | +180.6% | +297.2% | +255.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling