-38.2%
PEGA vs BG
+55.7%
-93.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +2.3% |
| 7D | -5.3% | +3.7% | -9.0% | -4.0% |
| 30D | +8.3% | +12.3% | -4.1% | +12.8% |
| 3M | +8.9% | -2.2% | +11.1% | +8.9% |
| 6M | -19.7% | +5.3% | -25.1% | -17.2% |
| YTD | -39.9% | +42.4% | -82.3% | -33.1% |
| All | -38.2% | +55.7% | -93.9% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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