+173.1%
PEGA vs BUD
-24.2%
+197.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.4% |
| 7D | -6.1% | -1.3% | -4.8% | -5.7% |
| 30D | +6.4% | -6.1% | +12.5% | +8.8% |
| 3M | +2.9% | -3.8% | +6.7% | +4.1% |
| 6M | -23.8% | +8.2% | -32.0% | -26.4% |
| YTD | -41.1% | +23.6% | -64.6% | -46.0% |
| 1Y | -38.2% | +33.4% | -71.7% | -45.2% |
| 3Y | +49.8% | +45.3% | +4.5% | +25.7% |
| 5Y | -48.0% | +44.3% | -92.3% | -57.1% |
| 10Y | +173.1% | -22.8% | +195.9% | +152.4% |
| All | +173.1% | -24.2% | +197.3% | +152.4% |
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