+1,636.9%
BWA vs PEGA
+1,037.5%
+599.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | +4.3% | +0.1% | +4.2% | +4.2% |
| 30D | -13.0% | -4.1% | -8.9% | -12.7% |
| 3M | -24.8% | -2.8% | -22.0% | -24.8% |
| 6M | -23.5% | -0.4% | -23.1% | -24.1% |
| YTD | +13.8% | -45.4% | +59.2% | +19.4% |
| 1Y | +13.4% | -42.6% | +56.1% | +18.3% |
| 3Y | +62.8% | +45.4% | +17.3% | +48.6% |
| 5Y | +28.5% | -44.6% | +73.1% | +27.5% |
| 10Y | +95.4% | +91.2% | +4.2% | +69.1% |
| All | +1,636.9% | +1,037.5% | +599.4% | +1,021.8% |
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