+281.9%
PBF vs PEGA
+495.2%
-213.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.3% | -6.5% | -5.6% |
| 7D | -15.3% | -8.2% | -7.1% | -13.3% |
| 30D | -21.8% | -11.6% | -10.2% | -19.3% |
| 3M | -0.2% | -4.2% | +3.9% | -0.1% |
| 6M | +63.6% | -12.0% | +75.6% | +65.6% |
| YTD | +147.5% | -46.9% | +194.4% | +184.6% |
| 1Y | +69.8% | -47.0% | +116.8% | +94.9% |
| 3Y | +65.3% | +40.9% | +24.4% | +26.5% |
| 5Y | +393.4% | -45.4% | +438.8% | +408.1% |
| 10Y | +240.3% | +95.9% | +144.4% | +122.9% |
| All | +281.9% | +495.2% | -213.3% | +62.9% |
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 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