-26.6%
BAH vs PEGA
+43.6%
-70.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.5% | -1.0% | -3.9% |
| 7D | -3.5% | -4.5% | +1.0% | -2.8% |
| 30D | +24.3% | -5.7% | +29.9% | +25.4% |
| 3M | +16.3% | +2.7% | +13.7% | +15.8% |
| 6M | +13.6% | -10.5% | +24.1% | +14.9% |
| YTD | +3.5% | -45.4% | +48.9% | +10.5% |
| 1Y | +2.7% | -44.7% | +47.4% | +9.4% |
| 3Y | -26.6% | +45.7% | -72.2% | -27.4% |
| All | -26.6% | +43.6% | -70.1% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling