+30.4%
BIL vs PEGA
+1,240.8%
-1,210.4%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | 0.0% |
| 7D | -0.3% | -4.5% | +4.2% | -0.3% |
| 30D | 0.0% | -5.7% | +5.7% | 0.0% |
| 3M | +0.3% | +2.6% | -2.3% | +0.3% |
| 6M | +1.2% | -10.6% | +11.8% | +1.2% |
| YTD | +2.5% | -45.5% | +47.9% | +2.4% |
| 1Y | +3.0% | -44.8% | +47.8% | +3.0% |
| 3Y | +13.2% | +45.5% | -32.4% | +13.2% |
| 5Y | +19.4% | -45.3% | +64.8% | +19.4% |
| 10Y | +25.2% | +102.4% | -77.2% | +25.3% |
| All | +30.4% | +1,240.8% | -1,210.4% | +30.7% |
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 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