-7.4%
BN vs PEGA
-46.9%
+39.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.6% |
| 7D | +4.3% | -8.2% | +12.5% | +5.9% |
| 30D | +14.3% | -11.6% | +25.8% | +16.7% |
| 3M | -4.1% | -4.2% | +0.1% | -3.8% |
| 6M | -9.7% | -12.0% | +2.3% | -7.9% |
| YTD | -7.1% | -46.9% | +39.8% | +4.6% |
| 1Y | -7.4% | -47.0% | +39.6% | +4.2% |
| All | -7.4% | -46.9% | +39.5% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling