+15.3%
BTDR vs PEGA
-46.2%
+61.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.0% | -8.5% | -6.9% |
| 7D | -3.2% | -5.3% | +2.1% | -2.3% |
| 30D | +32.7% | +8.3% | +24.4% | +30.4% |
| 3M | -28.4% | +8.9% | -37.3% | -30.4% |
| 6M | +51.7% | -19.7% | +71.4% | +56.9% |
| YTD | +2.9% | -39.9% | +42.8% | +12.0% |
| 1Y | -15.5% | -36.4% | +20.9% | -9.5% |
| 3Y | 0.0% | +52.8% | -52.8% | -5.2% |
| 5Y | +16.5% | -45.7% | +62.1% | +16.0% |
| All | +15.3% | -46.2% | +61.5% | +15.5% |
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 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