+24.3%
BMY vs PEGA
-48.2%
+72.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | -0.4% |
| 7D | -4.8% | -6.1% | +1.3% | -4.6% |
| 30D | -0.7% | +6.4% | -7.1% | -0.9% |
| 3M | +15.3% | +2.9% | +12.4% | +15.0% |
| 6M | +8.5% | -23.8% | +32.4% | +9.1% |
| YTD | +23.4% | -41.1% | +64.5% | +24.8% |
| 1Y | +42.9% | -38.2% | +81.1% | +44.2% |
| 3Y | +22.0% | +49.8% | -27.9% | +18.7% |
| 5Y | +24.3% | -48.0% | +72.3% | +25.6% |
| All | +24.3% | -48.2% | +72.5% | +25.6% |
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