+544.3%
BP vs PEGA
+1,035.4%
-491.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | -0.2% |
| 7D | -11.6% | -4.5% | -7.1% | -11.4% |
| 30D | 0.0% | -5.7% | +5.7% | +0.4% |
| 3M | +6.7% | +2.6% | +4.2% | +6.4% |
| 6M | +2.2% | -10.6% | +12.8% | +2.4% |
| YTD | +33.0% | -45.5% | +78.5% | +37.1% |
| 1Y | +30.7% | -44.8% | +75.5% | +34.5% |
| 3Y | +44.2% | +45.5% | -1.3% | +36.5% |
| 5Y | +105.1% | -45.3% | +150.5% | +103.7% |
| 10Y | +133.5% | +102.4% | +31.2% | +112.3% |
| All | +544.3% | +1,035.4% | -491.1% | +408.3% |
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