-10.6%
BA vs PEGA
+48.6%
-59.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -2.2% |
| 7D | -0.1% | -1.6% | +1.5% | +0.2% |
| 30D | -9.1% | -3.0% | -6.1% | -8.7% |
| 3M | -28.2% | +5.8% | -34.0% | -29.0% |
| 6M | -23.1% | -8.8% | -14.3% | -22.5% |
| YTD | -20.6% | -43.5% | +23.0% | -13.6% |
| 1Y | -12.7% | -43.4% | +30.7% | -5.3% |
| All | -10.6% | +48.6% | -59.2% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling