+2,920.2%
BHP vs PEGA
+1,023.8%
+1,896.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.1% |
| 7D | +2.5% | -4.6% | +7.0% | +2.9% |
| 30D | -5.2% | -6.8% | +1.6% | -4.7% |
| 3M | -8.7% | +2.6% | -11.3% | -9.3% |
| 6M | -6.9% | -5.4% | -1.5% | -7.1% |
| YTD | +39.0% | -46.0% | +85.0% | +45.8% |
| 1Y | +48.9% | -45.6% | +94.6% | +56.1% |
| 3Y | +55.4% | +43.2% | +12.2% | +42.7% |
| 5Y | +119.2% | -45.3% | +164.5% | +117.4% |
| 10Y | +340.5% | +88.9% | +251.6% | +283.0% |
| All | +2,920.2% | +1,023.8% | +1,896.4% | +1,851.8% |
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