+12,579.3%
BN vs PEGA
+1,035.4%
+11,543.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.5% |
| 7D | +5.3% | -4.5% | +9.9% | +5.9% |
| 30D | +11.9% | -5.7% | +17.6% | +12.6% |
| 3M | -5.7% | +2.6% | -8.3% | -6.2% |
| 6M | -10.6% | -10.6% | 0.0% | -10.0% |
| YTD | -9.4% | -45.5% | +36.1% | -4.2% |
| 1Y | -8.8% | -44.8% | +36.0% | -3.7% |
| 3Y | +95.6% | +45.5% | +50.1% | +83.3% |
| 5Y | +30.2% | -45.3% | +75.5% | +31.6% |
| 10Y | +277.0% | +102.4% | +174.7% | +241.0% |
| All | +12,579.3% | +1,035.4% | +11,543.9% | +8,844.8% |
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