+3,291.9%
BHP vs PEGA
+1,209.2%
+2,082.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | -0.2% |
| 7D | -2.9% | +3.3% | -6.2% | -3.2% |
| 30D | +3.4% | +17.7% | -14.4% | +1.5% |
| 3M | +4.1% | +5.8% | -1.7% | +2.9% |
| 6M | +20.6% | -20.3% | +40.8% | +22.5% |
| YTD | +56.1% | -37.1% | +93.2% | +61.7% |
| 1Y | +69.6% | -30.2% | +99.8% | +73.3% |
| 3Y | +78.8% | +48.1% | +30.7% | +64.1% |
| 5Y | +113.1% | -46.8% | +159.8% | +112.5% |
| 10Y | +505.9% | +191.3% | +314.6% | +406.0% |
| All | +3,291.9% | +1,209.2% | +2,082.7% | +2,063.6% |
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