-7.8%
BRO vs PEGA
+54.2%
-62.1%
-55.8%
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% | -0.4% |
| 7D | -7.3% | -3.0% | -4.3% | -7.0% |
| 30D | -6.9% | +15.9% | -22.7% | -8.2% |
| 3M | +10.7% | +10.8% | -0.2% | +9.2% |
| 6M | -2.7% | -16.5% | +13.8% | -2.3% |
| YTD | -16.3% | -39.0% | +22.7% | -14.5% |
| 1Y | -29.1% | -37.3% | +8.2% | -27.8% |
| 3Y | -7.8% | +59.2% | -67.0% | -12.7% |
| All | -7.8% | +54.2% | -62.1% | -12.7% |
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