-47.5%
PEGA vs BUD
+32.7%
-80.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.8% | -0.2% |
| 7D | -8.6% | +0.5% | -9.1% | -8.7% |
| 30D | -10.1% | +7.4% | -17.5% | -10.6% |
| 3M | -4.7% | +4.3% | -9.1% | -5.5% |
| 6M | -8.0% | +5.3% | -13.3% | -8.6% |
| YTD | -47.1% | +33.2% | -80.4% | -45.7% |
| 1Y | -47.5% | +31.8% | -79.2% | -45.7% |
| All | -47.5% | +32.7% | -80.2% | -45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling