+396.1%
PBF vs PEGA
-47.0%
+443.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.9% | +7.3% | +3.9% |
| 7D | -7.4% | -10.0% | +2.6% | -6.2% |
| 30D | -17.5% | -12.7% | -4.8% | -16.2% |
| 3M | +13.1% | -4.6% | +17.7% | +13.3% |
| 6M | +72.6% | -13.1% | +85.7% | +74.0% |
| YTD | +161.2% | -47.6% | +208.8% | +180.0% |
| 1Y | +93.3% | -47.0% | +140.4% | +106.7% |
| 3Y | +80.7% | +42.0% | +38.7% | +66.7% |
| 5Y | +396.1% | -47.8% | +443.9% | +485.4% |
| All | +396.1% | -47.0% | +443.1% | +485.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling