-48.5%
BBWI vs PEGA
+94.9%
-143.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.1% | -5.0% | -3.7% |
| 7D | -4.5% | -4.6% | 0.0% | -3.1% |
| 30D | +17.1% | -6.8% | +23.9% | +19.8% |
| 3M | +17.5% | +2.6% | +14.9% | +15.7% |
| 6M | +12.8% | -5.4% | +18.2% | +12.5% |
| YTD | +8.2% | -46.0% | +54.2% | +29.4% |
| 1Y | -1.8% | -45.6% | +43.8% | +17.0% |
| 3Y | -25.8% | +43.2% | -68.9% | -44.9% |
| 5Y | -68.0% | -45.3% | -22.8% | -65.6% |
| All | -48.5% | +94.9% | -143.4% | -61.8% |
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