-44.8%
PEGA vs BBAI
-79.3%
+34.5%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -10.0% | +12.1% | +2.5% |
| 7D | -4.6% | -6.8% | +2.2% | -4.4% |
| 30D | -6.8% | -13.4% | +6.6% | -6.4% |
| 3M | +2.6% | -36.5% | +39.1% | +4.2% |
| 6M | -5.4% | -50.6% | +45.2% | -3.1% |
| YTD | -46.0% | -61.7% | +15.6% | -44.4% |
| 1Y | -45.6% | -71.1% | +25.5% | -43.4% |
| 3Y | +43.2% | +32.7% | +10.5% | +37.6% |
| 5Y | -45.3% | -79.2% | +34.0% | -48.9% |
| All | -44.8% | -79.3% | +34.5% | -49.0% |
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