+92.5%
PEGA vs BUD
-2.1%
+94.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.8% |
| 7D | +0.1% | +1.0% | -0.9% | -0.3% |
| 30D | -4.1% | +6.7% | -10.8% | -6.3% |
| 3M | -2.8% | +5.7% | -8.5% | -4.8% |
| 6M | -0.4% | +5.8% | -6.3% | -2.8% |
| YTD | -45.4% | +34.4% | -79.8% | -51.5% |
| 1Y | -42.6% | +33.3% | -75.9% | -49.0% |
| 3Y | +45.4% | +48.8% | -3.4% | +21.2% |
| 5Y | -44.6% | +52.5% | -97.1% | -55.0% |
| All | +92.5% | -2.1% | +94.5% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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