+406.7%
BNY vs PEGA
+184.6%
+222.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.4% | -0.2% |
| 7D | -1.3% | -3.0% | +1.7% | -0.8% |
| 30D | -0.2% | +15.9% | -16.1% | -3.1% |
| 3M | +14.9% | +10.8% | +4.1% | +11.6% |
| 6M | +40.0% | -16.5% | +56.5% | +43.0% |
| YTD | +42.0% | -39.0% | +81.0% | +53.6% |
| 1Y | +56.9% | -37.3% | +94.1% | +67.8% |
| 3Y | +289.9% | +59.2% | +230.7% | +219.6% |
| 5Y | +259.2% | -44.9% | +304.1% | +272.7% |
| All | +406.7% | +184.6% | +222.1% | +246.6% |
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