+1,309.4%
BR vs PEGA
+1,461.1%
-151.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.1% |
| 7D | -1.3% | -4.6% | +3.3% | -0.4% |
| 30D | +13.7% | -6.8% | +20.5% | +15.2% |
| 3M | +13.8% | +2.6% | +11.3% | +13.0% |
| 6M | +29.7% | -5.4% | +35.1% | +30.4% |
| YTD | -12.6% | -46.0% | +33.4% | -2.7% |
| 1Y | -12.4% | -45.6% | +33.2% | -2.9% |
| 3Y | +14.1% | +43.2% | -29.0% | -1.7% |
| 5Y | +18.7% | -45.3% | +63.9% | +19.6% |
| 10Y | +276.2% | +88.9% | +187.3% | +187.2% |
| All | +1,309.4% | +1,461.1% | -151.7% | +534.6% |
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