+9.9%
BTDR vs PEGA
+48.1%
-38.2%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.2% | +6.5% | +3.5% |
| 7D | +22.4% | -2.4% | +24.8% | +23.2% |
| 30D | +16.5% | +9.6% | +6.8% | +13.1% |
| 3M | -31.5% | +2.3% | -33.8% | -32.8% |
| 6M | +74.0% | -23.9% | +97.9% | +86.9% |
| YTD | +13.0% | -39.8% | +52.8% | +29.8% |
| 1Y | -0.2% | -37.4% | +37.2% | +11.8% |
| 3Y | +9.9% | +53.1% | -43.3% | +11.9% |
| All | +9.9% | +48.1% | -38.2% | +11.9% |
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