+187.9%
BR vs PEGA
+180.6%
+7.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.4% |
| 7D | -6.0% | -5.3% | -0.7% | -4.8% |
| 30D | -0.9% | +8.3% | -9.1% | -2.7% |
| 3M | +16.4% | +8.9% | +7.5% | +13.6% |
| 6M | -8.2% | -19.7% | +11.5% | -4.7% |
| YTD | -23.2% | -39.9% | +16.7% | -15.8% |
| 1Y | -30.9% | -36.4% | +5.5% | -25.6% |
| 3Y | -5.0% | +52.8% | -57.8% | -21.7% |
| 5Y | +8.8% | -45.7% | +54.4% | +15.8% |
| All | +187.9% | +180.6% | +7.3% | +100.8% |
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