+22.5%
BMY vs PEGA
+48.1%
-25.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.2% | +1.0% | -3.1% |
| 7D | -3.3% | -2.4% | -0.9% | -3.3% |
| 30D | 0.0% | +9.6% | -9.7% | -0.3% |
| 3M | +17.7% | +2.3% | +15.4% | +17.4% |
| 6M | +9.6% | -23.9% | +33.5% | +9.8% |
| YTD | +24.0% | -39.8% | +63.7% | +24.4% |
| 1Y | +45.1% | -37.4% | +82.5% | +45.5% |
| 3Y | +22.5% | +53.1% | -30.7% | +28.8% |
| All | +22.5% | +48.1% | -25.6% | +28.8% |
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