+123.9%
BHP vs PEGA
-47.9%
+171.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.2% | +5.9% | +2.1% |
| 7D | +1.3% | -2.4% | +3.7% | +1.4% |
| 30D | +4.0% | +9.6% | -5.7% | +3.1% |
| 3M | +12.3% | +2.3% | +10.0% | +11.8% |
| 6M | +30.8% | -23.9% | +54.7% | +33.5% |
| YTD | +58.8% | -39.8% | +98.5% | +65.3% |
| 1Y | +76.8% | -37.4% | +114.3% | +82.9% |
| 3Y | +87.5% | +53.1% | +34.3% | +69.0% |
| 5Y | +123.9% | -47.2% | +171.1% | +130.1% |
| All | +123.9% | -47.9% | +171.8% | +130.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling