-25.9%
BBWI vs PEGA
+43.6%
-69.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.5% | +0.2% | -2.5% |
| 7D | -6.2% | -4.5% | -1.7% | -5.2% |
| 30D | +19.9% | -5.7% | +25.6% | +21.4% |
| 3M | +7.1% | +2.7% | +4.5% | +6.3% |
| 6M | +13.7% | -10.5% | +24.2% | +15.2% |
| YTD | +9.6% | -45.4% | +55.0% | +22.7% |
| 1Y | -1.6% | -44.7% | +43.1% | +9.7% |
| 3Y | -25.9% | +45.7% | -71.5% | -30.3% |
| All | -25.9% | +43.6% | -69.4% | -30.3% |
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