+463.5%
BTSG vs PEGA
+46.3%
+417.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | -0.7% |
| 7D | +2.9% | -6.1% | +9.0% | +3.6% |
| 30D | +0.9% | +6.4% | -5.5% | 0.0% |
| 3M | +1.6% | +2.9% | -1.3% | +0.8% |
| 6M | +46.8% | -23.8% | +70.6% | +51.4% |
| YTD | +65.5% | -41.1% | +106.6% | +76.9% |
| 1Y | +136.2% | -38.2% | +174.5% | +150.1% |
| All | +463.5% | +46.3% | +417.3% | +467.6% |
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 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