+183.9%
BAH vs PEGA
+175.4%
+8.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.2% | -0.2% |
| 7D | -4.3% | -2.4% | -1.9% | -4.0% |
| 30D | -4.5% | +9.6% | -14.1% | -6.1% |
| 3M | -7.6% | +2.3% | -9.9% | -8.5% |
| 6M | -10.6% | -23.9% | +13.3% | -7.2% |
| YTD | -12.6% | -39.8% | +27.2% | -6.2% |
| 1Y | -27.0% | -37.4% | +10.4% | -22.5% |
| 3Y | -31.5% | +53.1% | -84.6% | -39.6% |
| 5Y | -3.8% | -47.2% | +43.4% | +4.0% |
| 10Y | +183.9% | +174.3% | +9.6% | +97.0% |
| All | +183.9% | +175.4% | +8.6% | +97.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling