+386.5%
BLDR vs PEGA
+170.9%
+215.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.2% | -1.2% |
| 7D | -2.7% | -6.1% | +3.4% | -0.6% |
| 30D | -14.7% | +6.4% | -21.1% | -16.6% |
| 3M | -20.8% | +2.9% | -23.7% | -22.7% |
| 6M | -35.3% | -23.8% | -11.5% | -30.6% |
| YTD | -40.3% | -41.1% | +0.7% | -31.2% |
| 1Y | -56.3% | -38.2% | -18.1% | -51.0% |
| 3Y | -56.1% | +49.8% | -106.0% | -69.5% |
| 5Y | +12.9% | -48.0% | +60.9% | +24.0% |
| 10Y | +386.5% | +173.1% | +213.3% | +170.6% |
| All | +386.5% | +170.9% | +215.6% | +170.6% |
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