-21.4%
BBWI vs PEGA
+46.3%
-67.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.2% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +12.9% | -4.1% | +17.0% | +13.9% |
| 3M | +16.0% | -2.8% | +18.8% | +16.4% |
| 6M | +16.6% | -0.4% | +17.1% | +15.2% |
| YTD | +9.7% | -45.4% | +55.1% | +22.7% |
| 1Y | +1.5% | -42.6% | +44.1% | +12.1% |
| 3Y | -21.4% | +45.4% | -66.8% | -22.2% |
| All | -21.4% | +46.3% | -67.7% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling