+240.7%
BURL vs PEGA
+101.4%
+139.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -0.6% |
| 7D | +4.1% | -4.5% | +8.6% | +5.5% |
| 30D | -9.5% | -5.7% | -3.8% | -8.1% |
| 3M | -33.5% | +2.6% | -36.1% | -34.5% |
| 6M | -22.1% | -10.6% | -11.5% | -21.1% |
| YTD | -14.6% | -45.5% | +30.9% | -1.5% |
| 1Y | -8.4% | -44.8% | +36.4% | +5.1% |
| 3Y | +86.6% | +45.5% | +41.0% | +41.0% |
| 5Y | -17.2% | -45.3% | +28.2% | -14.6% |
| All | +240.7% | +101.4% | +139.2% | +169.8% |
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