-43.7%
BBWI vs PEGA
+99.2%
-142.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.9% | +5.8% | +3.2% |
| 7D | -6.2% | -10.0% | +3.8% | -2.7% |
| 30D | +25.5% | -12.7% | +38.2% | +31.3% |
| 3M | +8.0% | -4.6% | +12.6% | +9.1% |
| 6M | +12.7% | -13.1% | +25.8% | +15.8% |
| YTD | +11.6% | -47.6% | +59.2% | +34.9% |
| 1Y | -0.9% | -47.0% | +46.1% | +19.1% |
| 3Y | -22.7% | +42.0% | -64.7% | -42.6% |
| 5Y | -67.2% | -47.8% | -19.3% | -64.0% |
| 10Y | -43.7% | +92.0% | -135.7% | -58.2% |
| All | -43.7% | +99.2% | -142.9% | -58.2% |
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