+1.3%
BIDU vs PEGA
-30.0%
+31.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.0% | +5.0% | +4.1% |
| 7D | +2.4% | +3.3% | -0.9% | +2.2% |
| 30D | -10.5% | +17.7% | -28.2% | -11.3% |
| 3M | -26.2% | +5.8% | -32.0% | -26.5% |
| 6M | -16.4% | -20.3% | +3.9% | -15.8% |
| YTD | -23.9% | -37.1% | +13.3% | -22.3% |
| 1Y | +1.3% | -30.2% | +31.5% | +1.5% |
| All | +1.3% | -30.0% | +31.3% | +1.5% |
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