+7.8%
BR vs PEGA
-47.9%
+55.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.2% | +1.7% | -1.8% |
| 7D | -5.9% | -2.4% | -3.5% | -5.6% |
| 30D | +1.9% | +9.6% | -7.7% | +0.3% |
| 3M | +14.7% | +2.3% | +12.3% | +13.7% |
| 6M | -12.8% | -23.9% | +11.1% | -9.7% |
| YTD | -23.0% | -39.8% | +16.7% | -17.9% |
| 1Y | -31.7% | -37.4% | +5.7% | -27.8% |
| 3Y | -4.8% | +53.1% | -57.9% | -16.4% |
| 5Y | +7.8% | -47.2% | +55.1% | +19.1% |
| All | +7.8% | -47.9% | +55.8% | +19.1% |
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