-45.8%
PEGA vs BUD
+46.3%
-92.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | +3.3% | +0.3% | +3.0% | +3.2% |
| 30D | +17.7% | -5.7% | +23.4% | +19.6% |
| 3M | +5.8% | +3.1% | +2.7% | +4.7% |
| 6M | -20.3% | +7.9% | -28.1% | -22.4% |
| YTD | -37.1% | +27.3% | -64.5% | -42.3% |
| 1Y | -30.2% | +37.8% | -68.0% | -37.8% |
| 3Y | +48.1% | +49.8% | -1.7% | +24.1% |
| All | -45.8% | +46.3% | -92.2% | -55.2% |
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