+45.4%
PEGA vs BTG
+82.1%
-36.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.3% |
| 7D | +0.1% | -9.1% | +9.2% | +0.8% |
| 30D | -4.1% | -1.6% | -2.5% | -4.3% |
| 3M | -2.8% | -2.8% | 0.0% | -3.1% |
| 6M | -0.4% | -7.6% | +7.2% | -0.4% |
| YTD | -45.4% | +10.2% | -55.6% | -47.1% |
| 1Y | -42.6% | +21.3% | -63.9% | -45.2% |
| 3Y | +45.4% | +82.7% | -37.3% | +22.5% |
| All | +45.4% | +82.1% | -36.7% | +22.5% |
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