+3.7%
BIL vs PEGA
-37.5%
+41.2%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | 0.0% |
| 7D | +0.1% | -2.4% | +2.5% | +0.1% |
| 30D | +0.3% | +9.6% | -9.3% | +0.3% |
| 3M | +0.9% | +2.3% | -1.4% | +0.9% |
| 6M | +1.8% | -23.9% | +25.7% | +1.8% |
| YTD | +2.5% | -39.8% | +42.2% | +2.5% |
| All | +3.7% | -37.5% | +41.2% | +3.7% |
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