+263.2%
BAC vs PEGA
+101.6%
+161.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | +0.1% |
| 7D | -1.2% | -4.5% | +3.3% | -0.2% |
| 30D | -7.7% | -5.7% | -2.0% | -6.6% |
| 3M | -21.2% | +2.7% | -23.8% | -22.2% |
| 6M | -6.8% | -10.5% | +3.7% | -6.1% |
| YTD | -8.7% | -45.4% | +36.7% | +2.2% |
| 1Y | -5.3% | -44.7% | +39.4% | +5.5% |
| 3Y | +87.4% | +45.7% | +41.8% | +49.1% |
| 5Y | +18.9% | -45.3% | +64.2% | +24.9% |
| All | +263.2% | +101.6% | +161.6% | +126.1% |
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