+539.5%
BA vs PEGA
+1,076.4%
-536.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -2.3% |
| 7D | -0.1% | -1.6% | +1.5% | +0.1% |
| 30D | -9.1% | -3.0% | -6.1% | -8.9% |
| 3M | -28.2% | +5.8% | -34.0% | -28.7% |
| 6M | -23.1% | -8.8% | -14.3% | -22.9% |
| YTD | -20.6% | -43.5% | +23.0% | -16.5% |
| 1Y | -12.7% | -43.4% | +30.7% | -8.4% |
| 3Y | -11.6% | +48.6% | -60.2% | -17.9% |
| 5Y | -23.1% | -43.3% | +20.2% | -22.9% |
| 10Y | +34.4% | +109.7% | -75.3% | +20.8% |
| All | +539.5% | +1,076.4% | -536.9% | +324.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling