+3.1%
BTDR vs PEGA
-30.0%
+33.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +4.0% |
| 7D | +20.0% | +3.3% | +16.7% | +19.8% |
| 30D | +11.9% | +17.7% | -5.8% | +11.4% |
| 3M | -36.9% | +5.8% | -42.7% | -36.2% |
| 6M | +56.5% | -20.3% | +76.8% | +62.2% |
| YTD | +10.4% | -37.1% | +47.6% | +15.2% |
| 1Y | +3.1% | -30.2% | +33.3% | +9.7% |
| All | +3.1% | -30.0% | +33.1% | +9.7% |
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