+11.7%
BITO vs PEGA
-22.9%
+34.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.3% | -1.5% |
| 7D | +1.5% | -2.4% | +3.9% | +1.8% |
| 30D | +20.0% | +9.6% | +10.4% | +19.3% |
| 3M | +22.8% | +2.3% | +20.4% | +22.8% |
| All | +11.7% | -22.9% | +34.6% | +15.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling