+214.5%
BAC vs PEGA
+94.9%
+119.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.8% |
| 7D | +1.5% | -4.6% | +6.1% | +2.5% |
| 30D | -6.4% | -6.8% | +0.4% | -5.1% |
| 3M | -21.7% | +2.6% | -24.2% | -22.7% |
| 6M | +0.5% | -5.4% | +5.9% | -0.1% |
| YTD | -6.7% | -46.0% | +39.4% | +4.7% |
| 1Y | -4.7% | -45.6% | +41.0% | +6.5% |
| 3Y | +96.1% | +43.2% | +52.9% | +56.6% |
| 5Y | +21.7% | -45.3% | +67.0% | +27.5% |
| All | +214.5% | +94.9% | +119.5% | +94.1% |
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 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