+223.1%
BMNR vs PEGA
-28.2%
+251.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +2.0% | +2.4% |
| 7D | +0.2% | -3.0% | +3.2% | +2.3% |
| 30D | +39.9% | +15.9% | +24.0% | +26.1% |
| 3M | +51.5% | +10.8% | +40.7% | +36.1% |
| 6M | +18.9% | -16.5% | +35.4% | +36.3% |
| YTD | -7.8% | -39.0% | +31.2% | +49.0% |
| 1Y | -47.6% | -37.3% | -10.3% | -20.3% |
| All | +223.1% | -28.2% | +251.3% | -3.2% |
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