-20.3%
BROS vs PEGA
-44.4%
+24.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +2.5% | -2.9% | +5.3% | +3.1% |
| 30D | +15.1% | -0.5% | +15.6% | +15.1% |
| 3M | -31.4% | +8.5% | -39.9% | -32.8% |
| 6M | -22.6% | -6.3% | -16.3% | -22.4% |
| YTD | -28.1% | -42.2% | +14.0% | -22.6% |
| 1Y | -20.3% | -43.4% | +23.2% | -9.0% |
| All | -20.3% | -44.4% | +24.2% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling