+96.7%
BWA vs PEGA
+94.9%
+1.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.9% |
| 7D | +7.3% | -4.6% | +11.8% | +8.1% |
| 30D | -15.8% | -6.8% | -9.0% | -14.9% |
| 3M | -25.7% | +2.6% | -28.3% | -26.5% |
| 6M | -19.6% | -5.4% | -14.2% | -20.0% |
| YTD | +14.1% | -46.0% | +60.1% | +25.3% |
| 1Y | +12.2% | -45.6% | +57.8% | +22.9% |
| 3Y | +63.8% | +43.2% | +20.7% | +30.9% |
| 5Y | +28.7% | -45.3% | +74.0% | +30.7% |
| All | +96.7% | +94.9% | +1.7% | +29.5% |
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