+316.6%
BAX vs PEGA
+1,209.2%
-892.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | -1.1% | +3.3% | -4.4% | -1.3% |
| 30D | -5.5% | +17.7% | -23.2% | -6.4% |
| 3M | +33.5% | +5.8% | +27.7% | +32.9% |
| 6M | +35.9% | -20.3% | +56.1% | +37.3% |
| YTD | +35.4% | -37.1% | +72.5% | +38.3% |
| 1Y | +9.8% | -30.2% | +40.0% | +11.3% |
| 3Y | -32.7% | +48.1% | -80.8% | -35.6% |
| 5Y | -65.6% | -46.8% | -18.8% | -65.6% |
| 10Y | -34.9% | +191.3% | -226.2% | -40.1% |
| All | +316.6% | +1,209.2% | -892.6% | +234.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling