-55.7%
BBWI vs PEGA
+175.4%
-231.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.2% | +1.0% | -1.7% |
| 7D | +1.6% | -2.4% | +4.0% | +2.4% |
| 30D | -6.2% | +9.6% | -15.8% | -9.4% |
| 3M | +4.3% | +2.3% | +2.0% | +2.2% |
| 6M | -7.2% | -23.9% | +16.7% | -0.1% |
| YTD | -3.0% | -39.8% | +36.7% | +11.9% |
| 1Y | -30.8% | -37.4% | +6.7% | -21.9% |
| 3Y | -43.4% | +53.1% | -96.5% | -58.5% |
| 5Y | -66.7% | -47.2% | -19.5% | -63.0% |
| 10Y | -55.7% | +174.3% | -230.0% | -71.5% |
| All | -55.7% | +175.4% | -231.1% | -71.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling