+289.9%
BNY vs PEGA
+54.2%
+235.6%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.4% | -0.1% |
| 7D | -1.3% | -3.0% | +1.7% | -1.0% |
| 30D | -0.2% | +15.9% | -16.1% | -1.8% |
| 3M | +14.9% | +10.8% | +4.1% | +13.2% |
| 6M | +40.0% | -16.5% | +56.5% | +42.4% |
| YTD | +42.0% | -39.0% | +81.0% | +49.9% |
| 1Y | +56.9% | -37.3% | +94.1% | +64.4% |
| 3Y | +289.9% | +59.2% | +230.7% | +242.5% |
| All | +289.9% | +54.2% | +235.6% | +242.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling