+15.6%
BLDR vs PEGA
-47.9%
+63.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.2% | -0.7% | -3.9% |
| 7D | -0.3% | -2.4% | +2.1% | +0.3% |
| 30D | -16.2% | +9.6% | -25.8% | -18.1% |
| 3M | -14.4% | +2.3% | -16.7% | -15.6% |
| 6M | -32.8% | -23.9% | -8.9% | -29.2% |
| YTD | -39.2% | -39.8% | +0.6% | -32.7% |
| 1Y | -57.7% | -37.4% | -20.3% | -54.0% |
| 3Y | -55.3% | +53.1% | -108.4% | -65.9% |
| 5Y | +15.6% | -47.2% | +62.8% | +24.6% |
| All | +15.6% | -47.9% | +63.6% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling