+711.7%
BIDU vs PEGA
+2,591.7%
-1,879.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.0% | +5.0% | +4.3% |
| 7D | +2.4% | +3.3% | -0.9% | +1.5% |
| 30D | -10.5% | +17.7% | -28.2% | -14.7% |
| 3M | -26.2% | +5.8% | -32.0% | -28.2% |
| 6M | -16.4% | -20.3% | +3.9% | -12.6% |
| YTD | -23.9% | -37.1% | +13.3% | -16.3% |
| 1Y | +1.3% | -30.2% | +31.5% | +7.3% |
| 3Y | -32.1% | +48.1% | -80.2% | -47.6% |
| 5Y | -39.0% | -46.8% | +7.8% | -38.2% |
| 10Y | -44.0% | +191.3% | -235.4% | -67.5% |
| All | +711.7% | +2,591.7% | -1,879.9% | +126.0% |
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 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