+31.8%
BA vs PEGA
+101.4%
-69.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +1.5% |
| 7D | +1.1% | -4.5% | +5.6% | +2.4% |
| 30D | -7.9% | -5.7% | -2.2% | -6.5% |
| 3M | -25.3% | +2.6% | -27.9% | -26.3% |
| 6M | -24.6% | -10.6% | -14.0% | -23.6% |
| YTD | -20.1% | -45.5% | +25.4% | -7.8% |
| 1Y | -11.8% | -44.8% | +33.0% | +1.2% |
| 3Y | -10.1% | +45.5% | -55.7% | -31.5% |
| 5Y | -22.7% | -45.3% | +22.6% | -16.9% |
| All | +31.8% | +101.4% | -69.7% | -6.2% |
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