+32.7%
BROS vs PEGA
+37.6%
-4.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.9% | +10.6% | +7.2% |
| 7D | -17.9% | -10.0% | -7.9% | -16.6% |
| 30D | -5.4% | -12.7% | +7.3% | -3.5% |
| 3M | -32.1% | -4.6% | -27.5% | -31.7% |
| 6M | -31.7% | -13.1% | -18.6% | -30.8% |
| YTD | -41.2% | -47.6% | +6.4% | -37.2% |
| 1Y | -32.6% | -47.0% | +14.4% | -28.2% |
| 3Y | +32.7% | +42.0% | -9.3% | +6.4% |
| All | +32.7% | +37.6% | -4.9% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling