+18.7%
BR vs PEGA
-45.0%
+63.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.1% |
| 7D | -1.3% | -4.6% | +3.3% | -0.5% |
| 30D | +13.7% | -6.8% | +20.5% | +15.0% |
| 3M | +13.8% | +2.6% | +11.3% | +13.2% |
| 6M | +29.7% | -5.4% | +35.1% | +30.3% |
| YTD | -12.6% | -46.0% | +33.4% | -5.2% |
| 1Y | -12.4% | -45.6% | +33.2% | -5.2% |
| 3Y | +14.1% | +43.2% | -29.0% | +1.6% |
| 5Y | +18.7% | -45.3% | +63.9% | +24.9% |
| All | +18.7% | -45.0% | +63.7% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling