-5.9%
BRO vs PEGA
-24.6%
+18.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.3% | -1.8% |
| 7D | -7.6% | -6.1% | -1.5% | -6.0% |
| 30D | -6.9% | +6.4% | -13.3% | -8.5% |
| 3M | +12.8% | +2.9% | +9.9% | +9.2% |
| 6M | -5.9% | -23.8% | +18.0% | -3.2% |
| All | -5.9% | -24.6% | +18.7% | -3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling