-99.9%
BIYA vs PEGA
-8.2%
-91.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +1.2% |
| 7D | -10.5% | -4.5% | -6.0% | -10.1% |
| 30D | -51.7% | -5.7% | -46.1% | -51.5% |
| 3M | -60.8% | +2.7% | -63.4% | -61.1% |
| 6M | -90.6% | -10.5% | -80.1% | -90.8% |
| YTD | -97.1% | -45.4% | -51.7% | -96.9% |
| 1Y | -99.1% | -44.7% | -54.3% | -99.0% |
| All | -99.9% | -8.2% | -91.7% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling