+1,640.3%
BWA vs PEGA
+1,023.8%
+616.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.8% |
| 7D | +7.3% | -4.6% | +11.8% | +7.8% |
| 30D | -15.8% | -6.8% | -9.0% | -15.3% |
| 3M | -25.7% | +2.6% | -28.3% | -26.2% |
| 6M | -19.6% | -5.4% | -14.2% | -19.8% |
| YTD | +14.1% | -46.0% | +60.1% | +19.8% |
| 1Y | +12.2% | -45.6% | +57.8% | +17.6% |
| 3Y | +63.8% | +43.2% | +20.7% | +49.9% |
| 5Y | +28.7% | -45.3% | +74.0% | +27.9% |
| 10Y | +95.8% | +88.9% | +6.9% | +69.7% |
| All | +1,640.3% | +1,023.8% | +616.5% | +1,025.5% |
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 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