+125.0%
BP vs PEGA
+175.4%
-50.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.2% | +6.6% | +2.9% |
| 7D | +0.9% | -2.4% | +3.3% | +1.2% |
| 30D | +9.1% | +9.6% | -0.5% | +7.8% |
| 3M | +3.9% | +2.3% | +1.6% | +3.1% |
| 6M | +13.6% | -23.9% | +37.5% | +16.5% |
| YTD | +34.0% | -39.8% | +73.8% | +40.9% |
| 1Y | +39.2% | -37.4% | +76.6% | +45.0% |
| 3Y | +36.4% | +53.1% | -16.7% | +17.6% |
| 5Y | +135.8% | -47.2% | +183.0% | +149.8% |
| 10Y | +125.0% | +174.3% | -49.3% | +57.2% |
| All | +125.0% | +175.4% | -50.3% | +57.2% |
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 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