+23.8%
BTDR vs PEGA
-43.7%
+67.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +4.1% |
| 7D | +20.0% | +3.3% | +16.7% | +19.3% |
| 30D | +11.9% | +17.7% | -5.8% | +8.3% |
| 3M | -36.9% | +5.8% | -42.7% | -38.1% |
| 6M | +56.5% | -20.3% | +76.8% | +62.3% |
| YTD | +10.4% | -37.1% | +47.6% | +19.3% |
| 1Y | +3.1% | -30.2% | +33.3% | +8.3% |
| 3Y | -2.6% | +48.1% | -50.7% | -8.0% |
| 5Y | +25.2% | -46.8% | +72.0% | +26.1% |
| All | +23.8% | -43.7% | +67.5% | +23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling