+366.3%
BKR vs PEGA
+1,154.6%
-788.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.8% | +1.1% |
| 7D | +0.4% | -2.4% | +2.8% | +0.6% |
| 30D | +3.9% | +9.6% | -5.8% | +2.8% |
| 3M | -1.1% | +2.3% | -3.4% | -1.7% |
| 6M | +7.6% | -23.9% | +31.5% | +9.8% |
| YTD | +41.9% | -39.8% | +81.6% | +47.4% |
| 1Y | +42.2% | -37.4% | +79.7% | +46.8% |
| 3Y | +84.3% | +53.1% | +31.1% | +69.7% |
| 5Y | +215.7% | -47.2% | +262.9% | +215.6% |
| 10Y | +130.9% | +174.3% | -43.5% | +96.2% |
| All | +366.3% | +1,154.6% | -788.3% | +205.8% |
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 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