+35.8%
BN vs PEGA
-47.9%
+83.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.2% | +1.6% | -1.5% |
| 7D | -1.2% | -2.4% | +1.2% | -0.6% |
| 30D | -10.9% | +9.6% | -20.5% | -13.1% |
| 3M | -11.1% | +2.3% | -13.4% | -12.4% |
| 6M | -4.4% | -23.9% | +19.5% | +1.1% |
| YTD | -14.1% | -39.8% | +25.6% | -4.4% |
| 1Y | -11.1% | -37.4% | +26.4% | -2.5% |
| 3Y | +75.6% | +53.1% | +22.4% | +43.8% |
| 5Y | +35.8% | -47.2% | +83.0% | +49.3% |
| All | +35.8% | -47.9% | +83.7% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling