-45.7%
PEGA vs BG
+88.4%
-134.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.9% |
| 7D | -5.3% | +3.7% | -9.0% | -5.5% |
| 30D | +8.3% | +12.3% | -4.1% | +7.4% |
| 3M | +8.9% | -2.2% | +11.1% | +9.1% |
| 6M | -19.7% | +5.3% | -25.1% | -20.3% |
| YTD | -39.9% | +42.4% | -82.3% | -43.0% |
| 1Y | -36.4% | +55.2% | -91.6% | -40.7% |
| 3Y | +52.8% | +21.0% | +31.8% | +47.3% |
| 5Y | -45.7% | +87.1% | -132.8% | -58.5% |
| All | -45.7% | +88.4% | -134.0% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling