-19.6%
BWA vs PEGA
-6.5%
-13.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.3% |
| 7D | +7.3% | -4.6% | +11.8% | +6.9% |
| 30D | -15.8% | -6.8% | -9.0% | -16.2% |
| 3M | -25.7% | +2.6% | -28.3% | -24.9% |
| 6M | -19.6% | -5.4% | -14.2% | -17.5% |
| All | -19.6% | -6.5% | -13.1% | -17.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling