+75.3%
PEGA vs BAM
+86.2%
-11.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.4% | -4.0% |
| 7D | -4.5% | +9.7% | -14.2% | -10.0% |
| 30D | -5.7% | +19.0% | -24.7% | -15.3% |
| 3M | +2.6% | +0.6% | +2.0% | +1.7% |
| 6M | -10.6% | +11.1% | -21.7% | -16.9% |
| YTD | -45.5% | +4.2% | -49.7% | -47.4% |
| 1Y | -44.8% | +3.3% | -48.1% | -46.5% |
| 3Y | +45.5% | +88.8% | -43.2% | +3.3% |
| All | +75.3% | +86.2% | -11.0% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling