+2,336.2%
BNY vs PEGA
+1,127.6%
+1,208.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +1.9% | +0.1% |
| 7D | +0.3% | -6.1% | +6.4% | +1.1% |
| 30D | +1.9% | +6.4% | -4.5% | +1.0% |
| 3M | +13.9% | +2.9% | +11.0% | +12.8% |
| 6M | +42.3% | -23.8% | +66.2% | +45.7% |
| YTD | +41.8% | -41.1% | +82.9% | +49.3% |
| 1Y | +57.9% | -38.2% | +96.2% | +64.8% |
| 3Y | +290.7% | +49.8% | +240.9% | +255.5% |
| 5Y | +252.3% | -48.0% | +300.3% | +255.0% |
| 10Y | +412.8% | +173.1% | +239.6% | +319.6% |
| All | +2,336.2% | +1,127.6% | +1,208.6% | +1,295.2% |
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