+22.6%
BROS vs PEGA
-45.3%
+67.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.1% | -1.5% |
| 7D | -6.6% | -6.1% | -0.5% | -5.1% |
| 30D | -12.3% | +6.4% | -18.7% | -14.0% |
| 3M | -22.2% | +2.9% | -25.1% | -23.6% |
| 6M | -14.3% | -23.8% | +9.6% | -9.4% |
| YTD | -26.6% | -41.1% | +14.5% | -17.8% |
| 1Y | -31.5% | -38.2% | +6.7% | -24.7% |
| 3Y | +62.3% | +49.8% | +12.4% | +20.4% |
| All | +22.6% | -45.3% | +67.9% | +31.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling