-43.4%
PEGA vs BTG
+24.4%
-67.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.7% | -8.7% | -0.4% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | -0.5% | -0.8% | +0.3% | -0.6% |
| 3M | +8.5% | +31.8% | -23.3% | +6.2% |
| 6M | -6.3% | +20.4% | -26.7% | -8.0% |
| YTD | -42.2% | +14.7% | -56.9% | -44.6% |
| 1Y | -43.4% | +29.4% | -72.8% | -47.1% |
| All | -43.4% | +24.4% | -67.8% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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