+686.9%
BA vs PEGA
+1,209.2%
-522.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | +1.2% | +3.3% | -2.1% | +0.8% |
| 30D | -11.6% | +17.7% | -29.4% | -13.3% |
| 3M | -2.4% | +5.8% | -8.2% | -3.4% |
| 6M | -6.6% | -20.3% | +13.6% | -5.0% |
| YTD | -2.2% | -37.1% | +34.9% | +1.6% |
| 1Y | -8.0% | -30.2% | +22.2% | -5.7% |
| 3Y | -5.0% | +48.1% | -53.1% | -11.8% |
| 5Y | -2.7% | -46.8% | +44.1% | -1.9% |
| 10Y | +75.9% | +191.3% | -115.4% | +53.7% |
| All | +686.9% | +1,209.2% | -522.4% | +417.1% |
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 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