-63.9%
BAX vs PEGA
-45.3%
-18.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +1.0% |
| 7D | +12.1% | -4.5% | +16.6% | +12.9% |
| 30D | +7.6% | -5.7% | +13.3% | +8.5% |
| 3M | -4.5% | +2.6% | -7.0% | -4.9% |
| 6M | +52.0% | -10.6% | +62.6% | +53.3% |
| YTD | +35.1% | -45.5% | +80.6% | +44.5% |
| 1Y | +43.7% | -44.8% | +88.5% | +53.2% |
| 3Y | -20.9% | +45.5% | -66.5% | -30.4% |
| All | -63.9% | -45.3% | -18.6% | -66.0% |
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 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