-0.9%
BA vs PEGA
-46.5%
+45.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | +1.2% | +3.3% | -2.1% | +0.5% |
| 30D | -11.6% | +17.7% | -29.4% | -14.6% |
| 3M | -2.4% | +5.8% | -8.2% | -4.2% |
| 6M | -6.6% | -20.3% | +13.6% | -3.3% |
| YTD | -2.2% | -37.1% | +34.9% | +5.5% |
| 1Y | -8.0% | -30.2% | +22.2% | -3.5% |
| 3Y | -5.0% | +48.1% | -53.1% | -19.2% |
| All | -0.9% | -46.5% | +45.5% | +10.1% |
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