-49.4%
BLDR vs PEGA
+44.0%
-93.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.3% | -5.9% | -4.8% |
| 7D | -1.1% | -8.2% | +7.1% | +0.1% |
| 30D | +19.1% | -11.6% | +30.6% | +21.0% |
| 3M | -12.6% | -4.2% | -8.4% | -12.2% |
| 6M | -18.7% | -12.0% | -6.7% | -17.7% |
| YTD | -38.8% | -46.9% | +8.1% | -33.6% |
| 1Y | -41.2% | -47.0% | +5.8% | -36.3% |
| 3Y | -49.4% | +40.9% | -90.3% | -57.2% |
| All | -49.4% | +44.0% | -93.4% | -57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling