-29.7%
BTDR vs PEGA
-45.8%
+16.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.4% | +10.1% | +9.8% |
| 7D | +7.7% | -8.6% | +16.3% | +9.3% |
| 30D | -24.1% | -10.1% | -14.0% | -22.8% |
| 3M | -19.1% | -4.7% | -14.4% | -19.0% |
| 6M | -46.6% | -8.0% | -38.7% | -46.7% |
| YTD | -37.3% | -47.1% | +9.9% | -30.3% |
| 1Y | -53.2% | -47.5% | -5.7% | -47.9% |
| 3Y | +77.1% | +40.2% | +36.8% | +70.3% |
| 5Y | -29.7% | -45.7% | +16.0% | -31.3% |
| All | -29.7% | -45.8% | +16.1% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling