-1.1%
BND vs PEGA
-45.8%
+44.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.6% | -8.6% | +8.1% | -0.4% |
| 30D | +1.6% | -10.1% | +11.7% | +1.8% |
| 3M | -0.5% | -4.7% | +4.3% | -0.4% |
| 6M | -1.1% | -8.0% | +6.9% | -1.0% |
| YTD | -0.7% | -47.1% | +46.4% | +0.3% |
| 1Y | -0.7% | -47.5% | +46.8% | +0.3% |
| 3Y | +14.4% | +40.2% | -25.8% | +12.1% |
| 5Y | -1.1% | -45.7% | +44.7% | -3.8% |
| All | -1.1% | -45.8% | +44.8% | -3.8% |
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 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