-13.2%
BRKR vs PEGA
+54.2%
-67.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.5% |
| 7D | -8.7% | -3.0% | -5.7% | -8.2% |
| 30D | -9.9% | +15.9% | -25.7% | -12.1% |
| 3M | -3.1% | +10.8% | -13.9% | -5.4% |
| 6M | +45.5% | -16.5% | +62.0% | +49.2% |
| YTD | +13.7% | -39.0% | +52.7% | +23.3% |
| 1Y | +67.4% | -37.3% | +104.7% | +79.6% |
| 3Y | -13.2% | +59.2% | -72.4% | -22.8% |
| All | -13.2% | +54.2% | -67.5% | -22.8% |
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