+18.0%
BAC vs PEGA
-45.3%
+63.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.2% |
| 7D | -1.2% | -4.5% | +3.3% | -0.6% |
| 30D | -7.7% | -5.7% | -2.0% | -7.0% |
| 3M | -21.2% | +2.6% | -23.7% | -21.8% |
| 6M | -6.8% | -10.6% | +3.8% | -6.2% |
| YTD | -8.7% | -45.5% | +36.8% | -1.7% |
| 1Y | -5.3% | -44.8% | +39.5% | +1.7% |
| 3Y | +87.4% | +45.5% | +41.9% | +64.1% |
| All | +18.0% | -45.3% | +63.3% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling