-2.1%
BROS vs PEGA
-49.3%
+47.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.2% | +5.3% | +6.2% |
| 7D | +6.3% | +0.1% | +6.2% | +6.2% |
| 30D | -8.3% | -4.1% | -4.2% | -7.4% |
| 3M | -29.8% | -2.8% | -27.0% | -29.4% |
| 6M | -25.8% | -0.4% | -25.4% | -26.7% |
| YTD | -41.4% | -45.4% | +4.0% | -33.1% |
| 1Y | -35.2% | -42.6% | +7.5% | -27.2% |
| 3Y | +32.8% | +45.4% | -12.6% | -1.3% |
| 5Y | -42.2% | -44.6% | +2.4% | -35.3% |
| All | -2.1% | -49.3% | +47.2% | +7.2% |
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 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