+402.1%
PEGA vs BUD
+214.6%
+187.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -2.9% |
| 7D | -4.5% | +4.5% | -9.0% | -6.2% |
| 30D | -5.7% | +12.5% | -18.2% | -10.0% |
| 3M | +2.7% | 0.0% | +2.7% | +2.6% |
| 6M | -10.5% | +3.8% | -14.3% | -12.3% |
| YTD | -45.4% | +33.1% | -78.5% | -52.0% |
| 1Y | -44.7% | +35.5% | -80.2% | -51.8% |
| 3Y | +45.7% | +49.4% | -3.7% | +18.8% |
| 5Y | -45.3% | +48.0% | -93.3% | -55.8% |
| 10Y | +102.6% | -8.6% | +111.1% | +85.5% |
| All | +402.1% | +214.6% | +187.5% | +157.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling