+19.4%
BRO vs PEGA
-45.0%
+64.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.5% |
| 3M | +10.7% | +10.8% | -0.2% | +8.9% |
| 6M | -2.7% | -16.5% | +13.8% | -1.5% |
| YTD | -16.3% | -39.0% | +22.7% | -12.7% |
| 1Y | -29.1% | -37.3% | +8.2% | -26.5% |
| 3Y | -7.8% | +59.2% | -67.0% | -17.8% |
| All | +19.4% | -45.0% | +64.4% | +35.8% |
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 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