+1,063.4%
PEGA vs BTG
+378.0%
+685.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.9% | -1.3% | -4.0% |
| 7D | -2.4% | +4.8% | -7.2% | -2.7% |
| 30D | +9.6% | +8.3% | +1.3% | +9.0% |
| 3M | +2.3% | +32.3% | -30.0% | +0.1% |
| 6M | -23.9% | +3.0% | -26.8% | -24.5% |
| YTD | -39.8% | +21.9% | -61.7% | -41.1% |
| 1Y | -37.4% | +28.2% | -65.6% | -39.1% |
| 3Y | +53.1% | +99.9% | -46.8% | +43.2% |
| 5Y | -47.2% | +73.6% | -120.8% | -50.6% |
| 10Y | +174.3% | +136.5% | +37.8% | +146.8% |
| All | +1,063.4% | +378.0% | +685.4% | +839.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling