+363.6%
BLDR vs PEGA
+2,232.6%
-1,869.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -10.3% | -8.6% | -1.7% | -7.0% |
| 30D | +19.6% | -10.1% | +29.6% | +24.5% |
| 3M | -17.0% | -4.7% | -12.2% | -16.0% |
| 6M | -16.7% | -8.0% | -8.8% | -16.4% |
| YTD | -39.4% | -47.1% | +7.7% | -26.0% |
| 1Y | -41.7% | -47.5% | +5.8% | -28.8% |
| 3Y | -49.9% | +40.2% | -90.1% | -65.5% |
| 5Y | -7.6% | -45.7% | +38.2% | -8.8% |
| 10Y | +502.3% | +85.1% | +417.3% | +218.7% |
| All | +363.6% | +2,232.6% | -1,869.1% | -33.1% |
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