+389.2%
BLDR vs PEGA
+2,673.8%
-2,284.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.9% |
| 7D | -2.8% | +3.3% | -6.1% | -4.2% |
| 30D | -13.3% | +17.7% | -31.0% | -19.1% |
| 3M | -12.3% | +5.8% | -18.1% | -16.0% |
| 6M | -31.5% | -20.3% | -11.2% | -27.2% |
| YTD | -36.1% | -37.1% | +1.1% | -26.8% |
| 1Y | -54.1% | -30.2% | -23.9% | -50.5% |
| 3Y | -55.8% | +48.1% | -103.9% | -69.8% |
| 5Y | +20.7% | -46.8% | +67.5% | +22.4% |
| 10Y | +390.2% | +191.3% | +198.9% | +110.8% |
| All | +389.2% | +2,673.8% | -2,284.6% | -33.8% |
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