+549.5%
BTSG vs PEGA
+33.9%
+515.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -1.8% |
| 7D | +8.5% | -4.6% | +13.0% | +9.0% |
| 30D | +14.0% | -6.8% | +20.9% | +14.8% |
| 3M | +19.7% | +2.6% | +17.2% | +19.0% |
| 6M | +28.7% | -5.4% | +34.1% | +28.5% |
| YTD | +90.8% | -46.0% | +136.8% | +105.6% |
| 1Y | +112.4% | -45.6% | +158.0% | +128.5% |
| All | +549.5% | +33.9% | +515.6% | +559.6% |
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