-44.0%
BTDR vs PEGA
-51.1%
+7.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.2% | -9.9% | -8.9% |
| 7D | -6.9% | +0.1% | -7.0% | -7.1% |
| 30D | -31.5% | -4.1% | -27.4% | -31.2% |
| 3M | -36.1% | -2.8% | -33.2% | -36.1% |
| 6M | -57.6% | -0.4% | -57.2% | -58.3% |
| YTD | -50.0% | -45.4% | -4.7% | -44.9% |
| 1Y | -49.6% | -42.6% | -7.0% | -45.0% |
| 3Y | +48.5% | +45.4% | +3.1% | +41.7% |
| 5Y | -43.8% | -44.6% | +0.8% | -44.4% |
| All | -44.0% | -51.1% | +7.1% | -43.2% |
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