+30.8%
BIL vs PEGA
+1,189.4%
-1,158.6%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | 0.0% |
| 7D | +0.1% | -10.0% | +10.1% | +0.1% |
| 30D | 0.0% | -12.7% | +12.6% | 0.0% |
| 3M | +0.6% | -4.6% | +5.2% | +0.6% |
| 6M | +1.5% | -13.1% | +14.6% | +1.5% |
| YTD | +2.8% | -47.6% | +50.4% | +2.8% |
| 1Y | +3.3% | -47.0% | +50.4% | +3.3% |
| 3Y | +13.4% | +42.0% | -28.6% | +13.4% |
| 5Y | +19.8% | -47.8% | +67.7% | +19.8% |
| 10Y | +25.6% | +92.0% | -66.3% | +25.7% |
| All | +30.8% | +1,189.4% | -1,158.6% | +31.1% |
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