+40.7%
PEGA vs BAM
+89.3%
-48.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.7% |
| 7D | -8.6% | -2.9% | -5.8% | -7.0% |
| 30D | -10.1% | +14.7% | -24.8% | -18.3% |
| 3M | -4.7% | -4.1% | -0.6% | -2.5% |
| 6M | -8.0% | +9.6% | -17.6% | -14.5% |
| YTD | -47.1% | +3.4% | -50.6% | -49.0% |
| 1Y | -47.5% | +1.0% | -48.5% | -48.6% |
| All | +40.7% | +89.3% | -48.6% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling