+42.9%
BMY vs PEGA
+44.0%
-1.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.0% |
| 7D | +1.8% | -8.2% | +10.0% | +2.1% |
| 30D | +6.2% | -11.6% | +17.8% | +6.7% |
| 3M | -2.1% | -4.2% | +2.0% | -2.0% |
| 6M | +14.3% | -12.0% | +26.2% | +14.4% |
| YTD | +21.6% | -46.9% | +68.5% | +22.7% |
| 1Y | +38.8% | -47.0% | +85.8% | +40.0% |
| 3Y | +42.9% | +40.9% | +2.1% | +40.7% |
| All | +42.9% | +44.0% | -1.1% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling