-37.7%
BROS vs PEGA
-46.9%
+9.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.3% |
| 7D | -19.0% | -8.2% | -10.8% | -17.4% |
| 30D | -7.3% | -11.6% | +4.3% | -4.7% |
| 3M | -31.2% | -4.2% | -27.0% | -30.6% |
| 6M | -33.0% | -12.0% | -21.1% | -31.8% |
| YTD | -42.4% | -46.9% | +4.5% | -37.4% |
| 1Y | -37.7% | -47.0% | +9.2% | -32.5% |
| All | -37.7% | -46.9% | +9.2% | -32.5% |
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