-5.3%
BURL vs PEGA
-44.4%
+39.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | 0.0% | +7.7% | +7.7% |
| 7D | +10.4% | -2.9% | +13.3% | +10.7% |
| 30D | -4.9% | -0.5% | -4.4% | -4.9% |
| 3M | -29.8% | +8.5% | -38.3% | -30.4% |
| 6M | -16.5% | -6.3% | -10.2% | -16.7% |
| YTD | -10.5% | -42.2% | +31.6% | -4.3% |
| 1Y | -5.3% | -43.4% | +38.1% | -0.1% |
| All | -5.3% | -44.4% | +39.1% | -0.1% |
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