+71.4%
BAC vs PEGA
-46.5%
+117.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +1.1% | +3.3% | -2.2% | +0.6% |
| 30D | -0.4% | +17.7% | -18.1% | -2.9% |
| 3M | +16.9% | +5.8% | +11.1% | +15.3% |
| 6M | +26.6% | -20.3% | +46.9% | +29.9% |
| YTD | +15.8% | -37.1% | +52.9% | +22.6% |
| 1Y | +27.2% | -30.2% | +57.4% | +31.8% |
| 3Y | +132.4% | +48.1% | +84.3% | +103.8% |
| All | +71.4% | -46.5% | +117.9% | +84.4% |
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