+770.2%
BMY vs PEGA
+1,001.0%
-230.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -2.0% | -8.6% | +6.6% | -1.4% |
| 30D | +9.3% | -10.1% | +19.3% | +10.0% |
| 3M | -0.1% | -4.7% | +4.7% | +0.1% |
| 6M | +15.5% | -8.0% | +23.4% | +15.7% |
| YTD | +21.8% | -47.1% | +69.0% | +25.8% |
| 1Y | +34.9% | -47.5% | +82.3% | +39.3% |
| 3Y | +43.2% | +40.2% | +2.9% | +36.6% |
| 5Y | +30.7% | -45.7% | +76.5% | +30.2% |
| 10Y | +59.3% | +85.1% | -25.8% | +45.5% |
| All | +770.2% | +1,001.0% | -230.8% | +518.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling