-46.0%
PEGA vs BBAI
-77.0%
+31.0%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.4% |
| 7D | -8.6% | -10.2% | +1.5% | -8.3% |
| 30D | -10.1% | 0.0% | -10.1% | -10.2% |
| 3M | -4.7% | -30.9% | +26.2% | -3.5% |
| 6M | -8.0% | -46.8% | +38.8% | -6.0% |
| YTD | -47.1% | -57.4% | +10.3% | -45.7% |
| 1Y | -47.5% | -62.0% | +14.6% | -45.9% |
| 3Y | +40.2% | +47.4% | -7.2% | +34.3% |
| 5Y | -45.7% | -77.0% | +31.2% | -49.5% |
| All | -46.0% | -77.0% | +31.0% | -50.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling