-69.4%
BTDR vs PEGA
-44.4%
-25.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.7% | -5.6% |
| 7D | -17.6% | -2.9% | -14.7% | -17.5% |
| 30D | -40.3% | -0.5% | -39.8% | -40.3% |
| 3M | -42.6% | +8.5% | -51.1% | -43.0% |
| 6M | -46.3% | -6.3% | -40.0% | -45.2% |
| YTD | -41.7% | -42.2% | +0.4% | -35.4% |
| 1Y | -69.4% | -43.4% | -26.0% | -65.3% |
| All | -69.4% | -44.4% | -25.0% | -65.3% |
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