+8,925.0%
BRO vs PEGA
+1,127.6%
+7,797.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.3% | -2.3% |
| 7D | -7.6% | -6.1% | -1.5% | -7.2% |
| 30D | -6.9% | +6.4% | -13.3% | -7.3% |
| 3M | +12.8% | +2.9% | +9.9% | +12.4% |
| 6M | -5.9% | -23.8% | +18.0% | -4.4% |
| YTD | -15.9% | -41.1% | +25.2% | -13.3% |
| 1Y | -28.1% | -38.2% | +10.1% | -26.3% |
| 3Y | -7.0% | +49.8% | -56.9% | -11.6% |
| 5Y | +18.0% | -48.0% | +66.0% | +18.4% |
| 10Y | +293.9% | +173.1% | +120.8% | +258.5% |
| All | +8,925.0% | +1,127.6% | +7,797.4% | +7,717.8% |
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 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