+3.4%
BAX vs PEGA
-35.6%
+39.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.2% | +0.4% | -3.4% |
| 7D | -2.4% | -2.4% | 0.0% | -2.2% |
| 30D | -9.7% | +9.6% | -19.4% | -10.4% |
| 3M | +29.3% | +2.3% | +26.9% | +27.1% |
| 6M | +40.7% | -23.9% | +64.6% | +36.6% |
| YTD | +30.3% | -39.8% | +70.0% | +30.4% |
| 1Y | +3.4% | -37.4% | +40.8% | +2.7% |
| All | +3.4% | -35.6% | +39.0% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling