+251.7%
BAC vs PEGA
+99.2%
+152.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.9% | +6.2% | +3.2% |
| 7D | +2.0% | -10.0% | +12.0% | +4.3% |
| 30D | -6.9% | -12.7% | +5.7% | -4.3% |
| 3M | -19.6% | -4.6% | -15.0% | -19.3% |
| 6M | -0.5% | -13.1% | +12.6% | +1.0% |
| YTD | -6.6% | -47.6% | +41.0% | +5.4% |
| 1Y | -3.0% | -47.0% | +44.1% | +9.1% |
| 3Y | +97.3% | +42.0% | +55.3% | +57.7% |
| 5Y | +21.9% | -47.8% | +69.7% | +29.5% |
| 10Y | +251.7% | +92.0% | +159.7% | +127.3% |
| All | +251.7% | +99.2% | +152.5% | +127.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling