+152.1%
BTSG vs PEGA
-30.0%
+182.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -1.1% |
| 7D | +2.7% | +3.3% | -0.6% | +2.5% |
| 30D | -3.6% | +17.7% | -21.4% | -4.7% |
| 3M | +5.8% | +5.8% | 0.0% | +5.9% |
| 6M | +44.7% | -20.3% | +65.0% | +50.6% |
| YTD | +62.2% | -37.1% | +99.3% | +80.6% |
| 1Y | +152.1% | -30.2% | +182.3% | +173.1% |
| All | +152.1% | -30.0% | +182.1% | +173.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling