+933.1%
BURL vs PEGA
+261.7%
+671.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | 0.0% | +7.7% | +7.7% |
| 7D | +10.4% | -2.9% | +13.3% | +11.2% |
| 30D | -4.9% | -0.5% | -4.4% | -4.9% |
| 3M | -29.8% | +8.5% | -38.3% | -31.8% |
| 6M | -16.5% | -6.3% | -10.2% | -16.5% |
| YTD | -10.5% | -42.2% | +31.6% | +0.3% |
| 1Y | -5.3% | -43.4% | +38.1% | +6.7% |
| 3Y | +95.1% | +52.1% | +43.0% | +51.8% |
| 5Y | -12.1% | -42.2% | +30.2% | -12.7% |
| 10Y | +273.2% | +114.6% | +158.6% | +167.0% |
| All | +933.1% | +261.7% | +671.4% | +566.1% |
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 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