-5.7%
BR vs PEGA
+49.1%
-54.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | 0.0% |
| 7D | -5.0% | -6.1% | +1.1% | -4.1% |
| 30D | -2.5% | +6.4% | -8.9% | -3.4% |
| 3M | +13.5% | +2.9% | +10.6% | +12.5% |
| 6M | -9.4% | -23.8% | +14.4% | -7.0% |
| YTD | -23.3% | -41.1% | +17.8% | -19.2% |
| 1Y | -31.6% | -38.2% | +6.6% | -28.5% |
| All | -5.7% | +49.1% | -54.8% | -13.4% |
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