+208.8%
BAH vs PEGA
+99.2%
+109.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.5% | +2.3% |
| 7D | -1.5% | -10.0% | +8.5% | +0.3% |
| 30D | +17.3% | -12.7% | +29.9% | +20.0% |
| 3M | +14.9% | -4.6% | +19.5% | +15.7% |
| 6M | +14.2% | -13.1% | +27.3% | +16.4% |
| YTD | +5.1% | -47.6% | +52.7% | +15.6% |
| 1Y | +2.1% | -47.0% | +49.1% | +11.9% |
| 3Y | -26.0% | +42.0% | -68.0% | -33.8% |
| 5Y | +9.0% | -47.8% | +56.8% | +17.2% |
| 10Y | +208.8% | +92.0% | +116.8% | +126.3% |
| All | +208.8% | +99.2% | +109.6% | +126.3% |
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