-1.9%
BAH vs PEGA
-46.5%
+44.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | -3.2% | +3.3% | -6.5% | -3.6% |
| 30D | +2.0% | +17.7% | -15.7% | -0.2% |
| 3M | -7.6% | +5.8% | -13.4% | -8.7% |
| 6M | -5.7% | -20.3% | +14.6% | -3.8% |
| YTD | -11.7% | -37.1% | +25.4% | -8.1% |
| 1Y | -27.4% | -30.2% | +2.8% | -25.4% |
| 3Y | -32.5% | +48.1% | -80.6% | -36.3% |
| All | -1.9% | -46.5% | +44.6% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling