+790.5%
BKNG vs PEGA
+2,457.4%
-1,667.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.7% | -3.3% |
| 7D | -13.1% | -6.1% | -7.0% | -11.8% |
| 30D | -18.5% | +6.4% | -24.9% | -19.8% |
| 3M | +5.8% | +2.9% | +2.8% | +4.5% |
| 6M | -2.1% | -23.8% | +21.7% | +3.0% |
| YTD | -18.6% | -41.1% | +22.4% | -10.1% |
| 1Y | -21.7% | -38.2% | +16.6% | -14.8% |
| 3Y | +40.9% | +49.8% | -9.0% | +19.5% |
| 5Y | +91.0% | -48.0% | +139.0% | +95.7% |
| 10Y | +213.2% | +173.1% | +40.0% | +117.2% |
| All | +790.5% | +2,457.4% | -1,667.0% | +140.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling