-38.6%
PEGA vs BBAI
-71.8%
+33.2%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.3% | +2.0% |
| 7D | -5.3% | -5.4% | +0.1% | -5.1% |
| 30D | +8.3% | -15.3% | +23.6% | +9.0% |
| 3M | +8.9% | -29.9% | +38.8% | +10.3% |
| 6M | -19.7% | -30.7% | +11.0% | -18.8% |
| YTD | -39.9% | -47.8% | +7.9% | -38.7% |
| 1Y | -36.4% | -40.4% | +4.0% | -35.7% |
| 3Y | +52.8% | +66.9% | -14.1% | +45.4% |
| 5Y | -45.7% | -71.4% | +25.7% | -50.0% |
| All | -38.6% | -71.8% | +33.2% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BBAI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling