-36.7%
BLDR vs PEGA
-44.4%
+7.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | 0.0% | +9.2% | +9.3% |
| 7D | +24.4% | -2.9% | +27.2% | +24.5% |
| 30D | +24.9% | -0.5% | +25.4% | +24.9% |
| 3M | -7.8% | +8.5% | -16.3% | -7.9% |
| 6M | -5.8% | -6.3% | +0.5% | -6.2% |
| YTD | -32.5% | -42.2% | +9.7% | -33.9% |
| 1Y | -36.7% | -43.4% | +6.7% | -34.9% |
| All | -36.7% | -44.4% | +7.7% | -34.9% |
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