+61.0%
BMY vs PEGA
+180.6%
-119.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.2% |
| 7D | -6.4% | -5.3% | -1.1% | -6.0% |
| 30D | +0.2% | +8.3% | -8.1% | -0.5% |
| 3M | +16.0% | +8.9% | +7.0% | +14.8% |
| 6M | +8.3% | -19.7% | +28.1% | +9.7% |
| YTD | +22.2% | -39.9% | +62.1% | +26.3% |
| 1Y | +41.7% | -36.4% | +78.1% | +45.4% |
| 3Y | +20.7% | +52.8% | -32.1% | +10.7% |
| 5Y | +23.9% | -45.7% | +69.6% | +29.7% |
| All | +61.0% | +180.6% | -119.6% | +40.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling