+102.1%
PEGA vs BAM
+78.0%
+24.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.3% |
| 7D | +3.3% | -2.0% | +5.3% | +4.5% |
| 30D | +17.7% | -2.9% | +20.7% | +19.7% |
| 3M | +5.8% | +9.4% | -3.6% | -0.2% |
| 6M | -20.3% | +10.8% | -31.0% | -25.5% |
| YTD | -37.1% | -0.4% | -36.7% | -37.4% |
| 1Y | -30.2% | -10.9% | -19.3% | -26.1% |
| 3Y | +48.1% | +61.3% | -13.1% | +13.4% |
| All | +102.1% | +78.0% | +24.1% | +46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling