-40.8%
BMNR vs PEGA
-30.0%
-10.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.6% | -5.3% |
| 7D | +4.9% | +3.3% | +1.6% | +3.9% |
| 30D | +35.5% | +17.7% | +17.7% | +28.7% |
| 3M | +39.6% | +5.8% | +33.8% | +36.7% |
| 6M | +18.2% | -20.3% | +38.5% | +29.4% |
| YTD | -8.0% | -37.1% | +29.1% | +6.1% |
| 1Y | -40.8% | -30.2% | -10.6% | -33.5% |
| All | -40.8% | -30.0% | -10.8% | -33.5% |
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