-45.5%
PEGA vs BUD
+48.8%
-94.3%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.0% |
| 7D | -4.5% | +4.5% | -9.0% | -5.9% |
| 30D | -5.7% | +12.5% | -18.2% | -9.1% |
| 3M | +2.6% | 0.0% | +2.6% | +2.4% |
| 6M | -10.6% | +3.8% | -14.4% | -12.0% |
| YTD | -45.5% | +33.1% | -78.5% | -51.0% |
| 1Y | -44.8% | +35.5% | -80.3% | -50.8% |
| 3Y | +45.5% | +49.4% | -3.9% | +21.1% |
| All | -45.5% | +48.8% | -94.3% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling