-27.1%
BIDU vs PEGA
+46.3%
-73.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.6% |
| 7D | -4.6% | +0.1% | -4.6% | -4.6% |
| 30D | -4.5% | -4.1% | -0.4% | -4.3% |
| 3M | -25.4% | -2.8% | -22.5% | -25.2% |
| 6M | -48.1% | -0.4% | -47.6% | -48.2% |
| YTD | -40.2% | -45.4% | +5.2% | -38.0% |
| 1Y | -35.2% | -42.6% | +7.4% | -33.2% |
| 3Y | -27.1% | +45.4% | -72.5% | -30.0% |
| All | -27.1% | +46.3% | -73.4% | -30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling