+1,172.5%
BR vs PEGA
+1,718.7%
-546.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.2% |
| 7D | -5.3% | +3.3% | -8.6% | -5.9% |
| 30D | +6.4% | +17.7% | -11.3% | +2.9% |
| 3M | +13.6% | +5.8% | +7.8% | +11.8% |
| 6M | -6.7% | -20.3% | +13.6% | -3.2% |
| YTD | -21.1% | -37.1% | +16.0% | -14.8% |
| 1Y | -29.6% | -30.2% | +0.6% | -25.9% |
| 3Y | -2.4% | +48.1% | -50.5% | -16.4% |
| 5Y | +11.2% | -46.8% | +58.0% | +13.2% |
| 10Y | +191.8% | +191.3% | +0.5% | +104.6% |
| All | +1,172.5% | +1,718.7% | -546.1% | +456.2% |
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