-20.2%
BKNG vs PEGA
-36.0%
+15.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-11 to 2026-09-11.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.3% |
| 7D | -9.8% | -3.0% | -6.8% | -9.1% |
| 30D | -17.9% | +15.9% | -33.8% | -20.7% |
| 3M | +6.6% | +10.8% | -4.3% | +3.0% |
| 6M | +1.1% | -16.5% | +17.6% | +3.0% |
| YTD | -18.2% | -39.0% | +20.8% | -11.9% |
| 1Y | -20.2% | -37.3% | +17.1% | -15.6% |
| All | -20.2% | -36.0% | +15.8% | -15.6% |
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 2025-09-11 to 2026-09-11: 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…
2025-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling