+121.4%
BKR vs PEGA
+180.6%
-59.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.0% | -8.6% | -7.0% |
| 7D | -6.7% | -5.3% | -1.4% | -5.8% |
| 30D | -8.3% | +8.3% | -16.6% | -9.8% |
| 3M | -5.4% | +8.9% | -14.3% | -7.6% |
| 6M | +0.8% | -19.7% | +20.5% | +3.5% |
| YTD | +31.8% | -39.9% | +71.7% | +41.7% |
| 1Y | +28.6% | -36.4% | +65.0% | +35.8% |
| 3Y | +71.2% | +52.8% | +18.4% | +42.0% |
| 5Y | +179.2% | -45.7% | +224.9% | +200.0% |
| All | +121.4% | +180.6% | -59.1% | +41.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling