+435.6%
BAC vs PEGA
+1,023.8%
-588.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.6% |
| 7D | +1.5% | -4.6% | +6.1% | +2.1% |
| 30D | -6.4% | -6.8% | +0.4% | -5.6% |
| 3M | -21.7% | +2.6% | -24.2% | -22.2% |
| 6M | +0.5% | -5.4% | +5.9% | +0.2% |
| YTD | -6.7% | -46.0% | +39.4% | -0.5% |
| 1Y | -4.7% | -45.6% | +41.0% | +1.5% |
| 3Y | +96.1% | +43.2% | +52.9% | +77.9% |
| 5Y | +21.7% | -45.3% | +67.0% | +21.6% |
| 10Y | +232.0% | +88.9% | +143.1% | +182.1% |
| All | +435.6% | +1,023.8% | -588.2% | +234.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling