-23.1%
BA vs PEGA
-43.7%
+20.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -2.1% |
| 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% | -29.2% |
| 6M | -23.1% | -8.8% | -14.3% | -22.6% |
| YTD | -20.6% | -43.5% | +23.0% | -12.6% |
| 1Y | -12.7% | -43.4% | +30.7% | -4.1% |
| 3Y | -11.6% | +48.6% | -60.2% | -25.3% |
| 5Y | -23.1% | -43.3% | +20.2% | -18.3% |
| All | -23.1% | -43.7% | +20.5% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling