+221.9%
BURL vs PEGA
+97.3%
+124.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.8% | -3.9% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | -7.7% | -4.1% | -3.6% | -6.9% |
| 3M | -31.7% | -2.8% | -28.8% | -31.6% |
| 6M | -15.2% | -0.4% | -14.7% | -16.8% |
| YTD | -15.9% | -45.4% | +29.5% | -3.2% |
| 1Y | -14.2% | -42.6% | +28.4% | -2.9% |
| 3Y | +93.5% | +45.4% | +48.1% | +46.2% |
| 5Y | -9.9% | -44.6% | +34.7% | -7.6% |
| All | +221.9% | +97.3% | +124.6% | +156.9% |
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