+75.5%
BND vs PEGA
+1,349.2%
-1,273.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.6% | -8.6% | +8.1% | -0.6% |
| 30D | +1.6% | -10.1% | +11.7% | +1.6% |
| 3M | -0.5% | -4.7% | +4.3% | -0.5% |
| 6M | -1.1% | -8.0% | +6.9% | -1.1% |
| YTD | -0.7% | -47.1% | +46.4% | -0.7% |
| 1Y | -0.7% | -47.5% | +46.8% | -0.7% |
| 3Y | +14.4% | +40.2% | -25.8% | +14.5% |
| 5Y | -1.1% | -45.7% | +44.7% | -1.7% |
| 10Y | +17.9% | +85.1% | -67.1% | +19.6% |
| All | +75.5% | +1,349.2% | -1,273.7% | +87.1% |
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