+91.2%
BKNG vs PEGA
-45.0%
+136.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.5% |
| 7D | -10.0% | -3.0% | -7.0% | -9.4% |
| 30D | -18.1% | +15.9% | -34.0% | -20.6% |
| 3M | +6.3% | +10.8% | -4.5% | +3.5% |
| 6M | +0.8% | -16.5% | +17.3% | +3.5% |
| YTD | -18.4% | -39.0% | +20.6% | -11.5% |
| 1Y | -20.4% | -37.3% | +16.9% | -14.4% |
| 3Y | +39.5% | +59.2% | -19.7% | +18.5% |
| All | +91.2% | -45.0% | +136.2% | +104.7% |
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