-51.7%
BIDU vs PEGA
+97.3%
-149.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.3% |
| 7D | -4.6% | +0.1% | -4.6% | -4.6% |
| 30D | -4.5% | -4.1% | -0.4% | -3.7% |
| 3M | -25.4% | -2.8% | -22.5% | -25.2% |
| 6M | -48.1% | -0.4% | -47.6% | -48.9% |
| YTD | -40.2% | -45.4% | +5.2% | -32.1% |
| 1Y | -35.2% | -42.6% | +7.4% | -27.6% |
| 3Y | -27.1% | +45.4% | -72.5% | -45.6% |
| 5Y | -54.2% | -44.6% | -9.6% | -52.5% |
| All | -51.7% | +97.3% | -149.0% | -64.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling