-98.5%
BIYA vs PEGA
-46.7%
-51.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.4% |
| 7D | +10.0% | -4.6% | +14.6% | +9.0% |
| 30D | -17.7% | -6.8% | -10.9% | -18.8% |
| 3M | -55.0% | +2.6% | -57.6% | -54.5% |
| 6M | -85.1% | -5.4% | -79.8% | -86.2% |
| YTD | -96.9% | -46.0% | -50.8% | -97.6% |
| 1Y | -98.5% | -45.6% | -52.9% | -98.8% |
| All | -98.5% | -46.7% | -51.7% | -98.8% |
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 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