+111.0%
PBF vs PEGA
-44.4%
+155.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.7% | -6.7% |
| 7D | -0.9% | -2.9% | +2.0% | -1.0% |
| 30D | -13.7% | -0.5% | -13.2% | -13.6% |
| 3M | +10.6% | +8.5% | +2.1% | +10.9% |
| 6M | +61.2% | -6.3% | +67.4% | +59.7% |
| YTD | +172.7% | -42.2% | +214.9% | +161.3% |
| 1Y | +111.0% | -43.4% | +154.5% | +111.2% |
| All | +111.0% | -44.4% | +155.5% | +111.2% |
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