+831.0%
BBWI vs PEGA
+1,209.2%
-378.2%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.0% |
| 7D | +1.5% | +3.3% | -1.8% | +1.1% |
| 30D | -5.2% | +17.7% | -22.9% | -7.3% |
| 3M | +11.1% | +5.8% | +5.3% | +9.8% |
| 6M | -13.4% | -20.3% | +6.9% | -11.4% |
| YTD | +0.1% | -37.1% | +37.2% | +5.2% |
| 1Y | -36.1% | -30.2% | -5.9% | -34.0% |
| 3Y | -44.1% | +48.1% | -92.2% | -48.6% |
| 5Y | -66.2% | -46.8% | -19.4% | -65.6% |
| 10Y | -54.8% | +191.3% | -246.1% | -61.2% |
| All | +831.0% | +1,209.2% | -378.2% | +505.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling