+330.8%
PBF vs PEGA
+604.6%
-273.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -1.0% |
| 7D | +4.3% | +3.3% | +1.0% | +3.3% |
| 30D | +22.0% | +17.7% | +4.2% | +16.1% |
| 3M | +74.5% | +5.8% | +68.7% | +69.4% |
| 6M | +67.7% | -20.3% | +87.9% | +75.0% |
| YTD | +179.2% | -37.1% | +216.3% | +208.4% |
| 1Y | +170.0% | -30.2% | +200.2% | +186.0% |
| 3Y | +66.4% | +48.1% | +18.3% | +27.1% |
| 5Y | +764.5% | -46.8% | +811.3% | +842.3% |
| 10Y | +358.5% | +191.3% | +167.2% | +168.9% |
| All | +330.8% | +604.6% | -273.8% | +76.6% |
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