+3,687.9%
PEGA vs BG
+1,185.2%
+2,502.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.4% | -8.5% | -5.2% |
| 7D | -2.4% | +2.4% | -4.8% | -3.0% |
| 30D | +9.6% | +15.0% | -5.4% | +5.8% |
| 3M | +2.3% | -0.7% | +3.0% | +1.7% |
| 6M | -23.9% | +7.5% | -31.4% | -26.2% |
| YTD | -39.8% | +41.6% | -81.4% | -45.8% |
| 1Y | -37.4% | +50.7% | -88.1% | -45.0% |
| 3Y | +53.1% | +20.3% | +32.9% | +40.5% |
| 5Y | -47.2% | +85.2% | -132.5% | -58.0% |
| 10Y | +174.3% | +160.6% | +13.7% | +87.7% |
| All | +3,687.9% | +1,185.2% | +2,502.7% | +1,381.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling