+56.0%
PBF vs PEGA
+48.1%
+7.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.2% | +7.4% | +3.8% |
| 7D | +2.4% | -2.4% | +4.8% | +2.6% |
| 30D | +24.9% | +9.6% | +15.2% | +23.3% |
| 3M | +81.9% | +2.3% | +79.5% | +80.5% |
| 6M | +79.4% | -23.9% | +103.3% | +84.5% |
| YTD | +188.3% | -39.8% | +228.1% | +207.0% |
| 1Y | +177.3% | -37.4% | +214.7% | +191.7% |
| 3Y | +56.0% | +53.1% | +2.9% | +39.2% |
| All | +56.0% | +48.1% | +7.9% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling