+424.0%
BAC vs PEGA
+1,035.4%
-611.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.7% |
| 6M | -6.8% | -10.6% | +3.8% | -6.4% |
| YTD | -8.7% | -45.5% | +36.8% | -2.7% |
| 1Y | -5.3% | -44.8% | +39.5% | +0.7% |
| 3Y | +87.4% | +45.5% | +41.9% | +69.7% |
| 5Y | +18.9% | -45.3% | +64.2% | +18.9% |
| 10Y | +273.3% | +102.4% | +170.9% | +214.8% |
| All | +424.0% | +1,035.4% | -611.4% | +226.8% |
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