+264.7%
BN vs PEGA
+170.9%
+93.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.2% | -1.3% |
| 7D | -3.0% | -6.1% | +3.1% | -1.2% |
| 30D | -13.0% | +6.4% | -19.4% | -14.8% |
| 3M | -15.2% | +2.9% | -18.1% | -17.0% |
| 6M | -5.9% | -23.8% | +17.9% | +0.2% |
| YTD | -15.8% | -41.1% | +25.3% | -4.1% |
| 1Y | -12.2% | -38.2% | +26.0% | -2.0% |
| 3Y | +72.2% | +49.8% | +22.4% | +35.3% |
| 5Y | +33.2% | -48.0% | +81.2% | +43.5% |
| 10Y | +264.7% | +173.1% | +91.5% | +141.5% |
| All | +264.7% | +170.9% | +93.8% | +141.5% |
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