-98.2%
BIYA vs PEGA
-30.0%
-68.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.9% |
| 7D | +1.3% | +3.3% | -1.9% | +1.8% |
| 30D | -21.0% | +17.7% | -38.7% | -18.9% |
| 3M | -74.3% | +5.8% | -80.1% | -75.8% |
| 6M | -84.6% | -20.3% | -64.4% | -86.7% |
| YTD | -94.2% | -37.1% | -57.0% | -95.0% |
| 1Y | -98.2% | -30.2% | -68.0% | -98.6% |
| All | -98.2% | -30.0% | -68.2% | -98.6% |
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