-65.7%
BBWI vs PEGA
-45.7%
-20.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.1% |
| 7D | +1.5% | +3.3% | -1.8% | +0.6% |
| 30D | -5.2% | +17.7% | -22.9% | -9.4% |
| 3M | +11.1% | +5.8% | +5.3% | +8.4% |
| 6M | -13.4% | -20.3% | +6.9% | -9.3% |
| YTD | +0.1% | -37.1% | +37.2% | +10.9% |
| 1Y | -36.1% | -30.2% | -5.9% | -31.8% |
| 3Y | -44.1% | +48.1% | -92.2% | -54.9% |
| All | -65.7% | -45.7% | -20.0% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling