+127.7%
BP vs PEGA
+99.2%
+28.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.1% | +0.6% |
| 7D | -6.9% | -10.0% | +3.1% | -5.8% |
| 30D | -3.6% | -12.7% | +9.1% | -2.2% |
| 3M | +8.4% | -4.6% | +13.0% | +8.6% |
| 6M | +5.3% | -13.1% | +18.4% | +6.2% |
| YTD | +33.2% | -47.6% | +80.7% | +42.0% |
| 1Y | +28.2% | -47.0% | +75.2% | +36.3% |
| 3Y | +49.2% | +42.0% | +7.2% | +29.0% |
| 5Y | +102.9% | -47.8% | +150.7% | +111.0% |
| 10Y | +127.7% | +92.0% | +35.7% | +79.4% |
| All | +127.7% | +99.2% | +28.5% | +79.4% |
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