+70.7%
PEGA vs BAM
+88.1%
-17.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +2.0% |
| 7D | -8.2% | +5.0% | -13.2% | -11.1% |
| 30D | -11.6% | +16.6% | -28.1% | -19.7% |
| 3M | -4.2% | +2.2% | -6.4% | -5.9% |
| 6M | -12.0% | +9.7% | -21.6% | -17.5% |
| YTD | -46.9% | +5.2% | -52.1% | -49.1% |
| 1Y | -47.0% | +3.9% | -50.9% | -48.9% |
| 3Y | +40.9% | +91.5% | -50.7% | -0.8% |
| All | +70.7% | +88.1% | -17.4% | +19.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling