+50.3%
BP vs PEGA
+46.3%
+4.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.9% |
| 7D | +3.8% | +0.1% | +3.7% | +3.8% |
| 30D | -5.3% | -4.1% | -1.2% | -5.3% |
| 3M | +9.3% | -2.8% | +12.1% | +9.2% |
| 6M | +7.2% | -0.4% | +7.7% | +7.2% |
| YTD | +38.0% | -45.4% | +83.4% | +40.5% |
| 1Y | +33.2% | -42.6% | +75.8% | +35.1% |
| 3Y | +50.3% | +45.4% | +4.9% | +41.2% |
| All | +50.3% | +46.3% | +4.0% | +41.2% |
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 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