-21.9%
BA vs PEGA
-47.0%
+25.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | +0.2% |
| 7D | -1.7% | -10.0% | +8.3% | +0.3% |
| 30D | -9.5% | -12.7% | +3.2% | -7.1% |
| 3M | -26.5% | -4.6% | -21.9% | -26.1% |
| 6M | -27.4% | -13.1% | -14.3% | -26.2% |
| YTD | -20.6% | -47.6% | +27.0% | -11.4% |
| 1Y | -11.4% | -47.0% | +35.6% | -1.5% |
| 3Y | -10.8% | +42.0% | -52.8% | -24.1% |
| 5Y | -21.9% | -47.8% | +25.9% | -15.0% |
| All | -21.9% | -47.0% | +25.1% | -15.0% |
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