-10.6%
BN vs PEGA
-46.7%
+36.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.4% |
| 7D | -0.3% | -4.6% | +4.3% | +0.5% |
| 30D | +13.6% | -6.8% | +20.4% | +14.9% |
| 3M | -6.7% | +2.6% | -9.2% | -7.5% |
| 6M | -9.0% | -5.4% | -3.6% | -8.8% |
| YTD | -8.8% | -46.0% | +37.3% | +2.7% |
| 1Y | -10.6% | -45.6% | +35.0% | +0.2% |
| All | -10.6% | -46.7% | +36.1% | +0.2% |
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