+70.9%
BHP vs PEGA
-37.1%
+108.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.0% | -7.3% | -5.2% |
| 7D | -3.7% | -5.3% | +1.6% | -3.9% |
| 30D | -0.8% | +8.3% | -9.1% | -0.5% |
| 3M | +7.6% | +8.9% | -1.3% | +8.4% |
| 6M | +20.8% | -19.7% | +40.5% | +21.4% |
| YTD | +50.8% | -39.9% | +90.7% | +55.2% |
| 1Y | +70.9% | -36.4% | +107.3% | +73.4% |
| All | +70.9% | -37.1% | +108.1% | +73.4% |
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