+186.9%
BNS vs PEGA
+184.6%
+2.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.4% |
| 7D | -0.4% | -3.0% | +2.6% | 0.0% |
| 30D | +3.5% | +15.9% | -12.4% | +1.1% |
| 3M | +14.1% | +10.8% | +3.2% | +11.5% |
| 6M | +33.8% | -16.5% | +50.3% | +36.1% |
| YTD | +29.5% | -39.0% | +68.5% | +37.6% |
| 1Y | +48.4% | -37.3% | +85.7% | +56.3% |
| 3Y | +129.6% | +59.2% | +70.4% | +93.5% |
| 5Y | +96.1% | -44.9% | +141.0% | +102.2% |
| All | +186.9% | +184.6% | +2.2% | +105.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling