+48.4%
BNS vs PEGA
-37.1%
+85.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.8% |
| 7D | -2.2% | -5.3% | +3.1% | -2.1% |
| 30D | +4.5% | +8.3% | -3.8% | +4.4% |
| 3M | +14.9% | +8.9% | +6.0% | +14.9% |
| 6M | +32.5% | -19.7% | +52.2% | +34.0% |
| YTD | +28.6% | -39.9% | +68.5% | +30.9% |
| 1Y | +48.4% | -36.4% | +84.7% | +50.0% |
| All | +48.4% | -37.1% | +85.5% | +50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling