+53.9%
PEGA vs BTG
+99.9%
-46.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.8% | -2.3% |
| 7D | -6.1% | +2.4% | -8.5% | -6.3% |
| 30D | +6.4% | +9.5% | -3.1% | +5.4% |
| 3M | +2.9% | +38.5% | -35.6% | -0.7% |
| 6M | -23.8% | +5.6% | -29.5% | -24.6% |
| YTD | -41.1% | +23.9% | -65.0% | -43.2% |
| 1Y | -38.2% | +32.1% | -70.4% | -41.5% |
| All | +53.9% | +99.9% | -46.0% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling