-20.2%
BKNG vs PEGA
-37.0%
+16.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | 0.0% |
| 7D | -10.7% | -5.3% | -5.4% | -9.5% |
| 30D | -18.1% | +8.3% | -26.4% | -19.7% |
| 3M | +8.5% | +8.9% | -0.4% | +5.3% |
| 6M | -0.1% | -19.7% | +19.7% | +2.7% |
| YTD | -18.2% | -39.9% | +21.7% | -11.6% |
| All | -20.2% | -37.0% | +16.8% | -15.3% |
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