+564.7%
BAC vs PEGA
+1,209.2%
-644.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +1.1% | +3.3% | -2.2% | +0.7% |
| 30D | -0.4% | +17.7% | -18.1% | -2.7% |
| 3M | +16.9% | +5.8% | +11.1% | +15.3% |
| 6M | +26.6% | -20.3% | +46.9% | +29.2% |
| YTD | +15.8% | -37.1% | +52.9% | +21.4% |
| 1Y | +27.2% | -30.2% | +57.4% | +30.9% |
| 3Y | +132.4% | +48.1% | +84.3% | +110.3% |
| 5Y | +72.6% | -46.8% | +119.4% | +73.5% |
| 10Y | +389.7% | +191.3% | +198.4% | +295.1% |
| All | +564.7% | +1,209.2% | -644.6% | +307.6% |
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