+83.2%
BN vs PEGA
+55.9%
+27.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -2.5% | +3.3% | -5.8% | -3.2% |
| 30D | -9.5% | +17.7% | -27.2% | -12.9% |
| 3M | -10.4% | +5.8% | -16.2% | -12.2% |
| 6M | -6.4% | -20.3% | +13.9% | -2.4% |
| YTD | -11.9% | -37.1% | +25.3% | -3.6% |
| 1Y | -8.6% | -30.2% | +21.6% | -3.0% |
| All | +83.2% | +55.9% | +27.3% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling