+9.7%
BKR vs PEGA
-44.4%
+54.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.6% | -5.5% |
| 7D | -8.8% | -2.9% | -5.9% | -9.0% |
| 30D | -13.1% | -0.5% | -12.6% | -13.1% |
| 3M | -18.9% | +8.5% | -27.4% | -18.4% |
| 6M | -27.2% | -6.3% | -21.0% | -27.8% |
| YTD | +10.7% | -42.2% | +52.9% | +3.3% |
| 1Y | +9.7% | -43.4% | +53.1% | +4.5% |
| All | +9.7% | -44.4% | +54.1% | +4.5% |
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