+559.0%
BTSG vs PEGA
+31.8%
+527.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.3% | +3.5% | +4.7% |
| 7D | +3.8% | -8.2% | +12.0% | +4.8% |
| 30D | +13.7% | -11.6% | +25.3% | +15.2% |
| 3M | +18.0% | -4.2% | +22.1% | +18.1% |
| 6M | +32.2% | -12.0% | +44.2% | +33.2% |
| YTD | +93.6% | -46.9% | +140.5% | +109.0% |
| 1Y | +115.9% | -47.0% | +162.9% | +133.1% |
| All | +559.0% | +31.8% | +527.2% | +570.5% |
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