+12,228.8%
BN vs PEGA
+1,209.2%
+11,019.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -2.5% | +3.3% | -5.8% | -2.8% |
| 30D | -9.5% | +17.7% | -27.2% | -11.2% |
| 3M | -10.4% | +5.8% | -16.2% | -11.3% |
| 6M | -6.4% | -20.3% | +13.9% | -4.6% |
| YTD | -11.9% | -37.1% | +25.3% | -8.2% |
| 1Y | -8.6% | -30.2% | +21.6% | -6.0% |
| 3Y | +77.6% | +48.1% | +29.4% | +66.1% |
| 5Y | +37.0% | -46.8% | +83.8% | +38.8% |
| 10Y | +266.4% | +191.3% | +75.1% | +220.9% |
| All | +12,228.8% | +1,209.2% | +11,019.6% | +8,473.1% |
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