-99.8%
BIYA vs PEGA
+1.3%
-101.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.5% |
| 7D | +2.7% | -2.4% | +5.1% | +3.0% |
| 30D | -18.7% | +9.6% | -28.3% | -19.7% |
| 3M | -72.0% | +2.3% | -74.4% | -72.9% |
| 6M | -86.4% | -23.9% | -62.5% | -86.5% |
| YTD | -94.2% | -39.8% | -54.4% | -93.8% |
| 1Y | -98.4% | -37.4% | -61.0% | -98.4% |
| All | -99.8% | +1.3% | -101.1% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling