+76.4%
BND vs PEGA
+1,623.3%
-1,546.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -0.1% | +3.3% | -3.4% | -0.1% |
| 30D | -0.4% | +17.7% | -18.1% | -0.4% |
| 3M | -0.6% | +5.8% | -6.4% | -0.6% |
| 6M | -1.4% | -20.3% | +18.8% | -1.5% |
| YTD | -0.2% | -37.1% | +36.9% | -0.3% |
| 1Y | +1.3% | -30.2% | +31.5% | +1.3% |
| 3Y | +13.2% | +48.1% | -35.0% | +13.2% |
| 5Y | -1.6% | -46.8% | +45.2% | -2.3% |
| 10Y | +15.5% | +191.3% | -175.8% | +17.6% |
| All | +76.4% | +1,623.3% | -1,546.9% | +88.0% |
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