-44.5%
PEGA vs BTG
+78.0%
-122.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | -3.0% | -3.8% | +0.8% | -2.6% |
| 30D | +15.9% | +3.6% | +12.3% | +15.3% |
| 3M | +10.8% | +32.0% | -21.2% | +6.6% |
| 6M | -16.5% | +3.4% | -19.9% | -17.5% |
| YTD | -39.0% | +20.8% | -59.8% | -41.6% |
| 1Y | -37.3% | +22.4% | -59.7% | -40.5% |
| 3Y | +59.2% | +91.7% | -32.5% | +36.4% |
| All | -44.5% | +78.0% | -122.5% | -52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling