-44.9%
BMNR vs PEGA
-44.4%
-0.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.8% |
| 7D | -1.5% | -2.9% | +1.4% | -0.5% |
| 30D | -18.9% | -0.5% | -18.4% | -19.0% |
| 3M | +20.1% | +8.5% | +11.6% | +16.4% |
| 6M | -4.7% | -6.3% | +1.6% | -2.8% |
| YTD | -20.0% | -42.2% | +22.2% | +0.1% |
| 1Y | -44.9% | -43.4% | -1.5% | -26.0% |
| All | -44.9% | -44.4% | -0.5% | -26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling