+12,888.8%
BN vs PEGA
+1,005.9%
+11,882.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.5% |
| 7D | +4.3% | -8.2% | +12.5% | +5.3% |
| 30D | +14.3% | -11.6% | +25.8% | +15.8% |
| 3M | -4.1% | -4.2% | +0.1% | -3.9% |
| 6M | -9.7% | -12.0% | +2.3% | -9.0% |
| YTD | -7.1% | -46.9% | +39.8% | -1.6% |
| 1Y | -7.4% | -47.0% | +39.6% | -1.9% |
| 3Y | +102.3% | +40.9% | +61.5% | +90.3% |
| 5Y | +35.9% | -45.4% | +81.3% | +37.5% |
| 10Y | +289.2% | +95.9% | +193.3% | +253.0% |
| All | +12,888.8% | +1,005.9% | +11,882.8% | +9,087.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling