+23.3%
BA vs PEGA
+97.3%
-74.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.4% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -7.1% | -4.1% | -3.0% | -6.2% |
| 3M | -25.5% | -2.8% | -22.7% | -25.3% |
| 6M | -28.7% | -0.4% | -28.3% | -30.0% |
| YTD | -21.0% | -45.4% | +24.4% | -8.9% |
| 1Y | -11.9% | -42.6% | +30.8% | -0.1% |
| 3Y | -16.2% | +45.4% | -61.6% | -36.1% |
| 5Y | -22.4% | -44.6% | +22.2% | -17.0% |
| All | +23.3% | +97.3% | -74.0% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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