-30.2%
PEGA vs BAM
-8.8%
-21.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.3% |
| 7D | +3.3% | -2.0% | +5.3% | +4.4% |
| 30D | +17.7% | -2.9% | +20.7% | +19.7% |
| 3M | +5.8% | +9.4% | -3.6% | +0.3% |
| 6M | -20.3% | +10.8% | -31.0% | -25.0% |
| YTD | -37.1% | -0.4% | -36.7% | -37.5% |
| 1Y | -30.2% | -10.9% | -19.3% | -27.4% |
| All | -30.2% | -8.8% | -21.4% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 1y: compounded portfolio wealth divided by compounded BAM 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…
1y analysis · Full analysis span regression · 6 months rolling