+34.1%
BP vs PEGA
+49.4%
-15.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.5% |
| 7D | +3.9% | +3.3% | +0.6% | +3.9% |
| 30D | +7.6% | +17.7% | -10.1% | +7.4% |
| 3M | +0.7% | +5.8% | -5.1% | +0.8% |
| 6M | +15.5% | -20.3% | +35.7% | +16.1% |
| YTD | +30.8% | -37.1% | +68.0% | +32.9% |
| 1Y | +34.3% | -30.2% | +64.5% | +35.4% |
| All | +34.1% | +49.4% | -15.3% | +36.1% |
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