+39.8%
BKNG vs PEGA
+52.0%
-12.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.2% |
| 7D | -10.7% | -5.3% | -5.4% | -9.7% |
| 30D | -18.1% | +8.3% | -26.4% | -19.4% |
| 3M | +8.5% | +8.9% | -0.4% | +6.2% |
| 6M | -0.1% | -19.7% | +19.7% | +2.7% |
| YTD | -18.2% | -39.9% | +21.7% | -12.4% |
| 1Y | -19.9% | -36.4% | +16.5% | -15.2% |
| All | +39.8% | +52.0% | -12.2% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling