+316.0%
BAX vs PEGA
+1,035.4%
-719.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +0.8% |
| 7D | +12.1% | -4.5% | +16.6% | +12.5% |
| 30D | +7.6% | -5.7% | +13.3% | +8.0% |
| 3M | -4.5% | +2.6% | -7.0% | -4.7% |
| 6M | +52.0% | -10.6% | +62.6% | +52.7% |
| YTD | +35.1% | -45.5% | +80.6% | +39.3% |
| 1Y | +43.7% | -44.8% | +88.5% | +47.9% |
| 3Y | -20.9% | +45.5% | -66.5% | -24.1% |
| 5Y | -63.5% | -45.3% | -18.2% | -63.6% |
| 10Y | -36.0% | +102.4% | -138.4% | -40.1% |
| All | +316.0% | +1,035.4% | -719.4% | +237.0% |
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 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