+256.8%
BNY vs PEGA
-45.8%
+302.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -1.9% | -0.2% |
| 7D | -1.1% | -5.3% | +4.2% | -0.3% |
| 30D | +1.4% | +8.3% | -6.9% | +0.1% |
| 3M | +16.8% | +8.9% | +7.9% | +14.6% |
| 6M | +42.0% | -19.7% | +61.7% | +45.5% |
| YTD | +41.9% | -39.9% | +81.8% | +51.6% |
| 1Y | +59.2% | -36.4% | +95.6% | +67.8% |
| 3Y | +290.9% | +52.8% | +238.1% | +238.7% |
| All | +256.8% | -45.8% | +302.5% | +278.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling