+168.5%
PEGA vs BTG
+158.3%
+10.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +4.9% | +2.2% |
| 7D | -5.3% | -5.5% | +0.2% | -4.8% |
| 30D | +8.3% | +6.1% | +2.2% | +7.6% |
| 3M | +8.9% | +38.6% | -29.7% | +5.3% |
| 6M | -19.7% | +0.7% | -20.4% | -20.4% |
| YTD | -39.9% | +20.3% | -60.2% | -41.6% |
| 1Y | -36.4% | +25.0% | -61.4% | -38.7% |
| 3Y | +52.8% | +97.3% | -44.5% | +38.9% |
| 5Y | -45.7% | +78.3% | -124.0% | -50.6% |
| All | +168.5% | +158.3% | +10.2% | +147.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling