-98.7%
BIYA vs PEGA
-46.9%
-51.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.6% | +5.1% |
| 7D | -4.1% | -8.2% | +4.1% | -5.7% |
| 30D | -35.5% | -11.6% | -24.0% | -37.1% |
| 3M | -56.3% | -4.2% | -52.1% | -56.3% |
| 6M | -88.7% | -12.0% | -76.7% | -89.9% |
| YTD | -97.0% | -46.9% | -50.0% | -97.6% |
| 1Y | -98.7% | -47.0% | -51.7% | -99.0% |
| All | -98.7% | -46.9% | -51.8% | -99.0% |
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 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