+1,477.9%
BNS vs PEGA
+1,223.9%
+254.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.3% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | +2.8% | -4.1% | +6.9% | +3.3% |
| 3M | +3.0% | -2.8% | +5.8% | +3.0% |
| 6M | +23.3% | -0.4% | +23.7% | +21.9% |
| YTD | +29.3% | -45.4% | +74.7% | +38.9% |
| 1Y | +41.7% | -42.6% | +84.3% | +50.9% |
| 3Y | +147.7% | +45.4% | +102.3% | +117.1% |
| 5Y | +79.4% | -44.6% | +124.0% | +76.9% |
| 10Y | +188.5% | +91.2% | +97.3% | +127.4% |
| All | +1,477.9% | +1,223.9% | +254.1% | +744.7% |
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