-45.6%
PEGA vs BBAI
-67.7%
+22.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -10.0% | +12.1% | +3.4% |
| 7D | -4.6% | -6.8% | +2.2% | -4.0% |
| 30D | -6.8% | -13.4% | +6.6% | -5.6% |
| 3M | +2.6% | -36.5% | +39.1% | +8.8% |
| 6M | -5.4% | -50.6% | +45.2% | +4.4% |
| YTD | -46.0% | -61.7% | +15.6% | -38.9% |
| 1Y | -45.6% | -71.1% | +25.5% | -36.2% |
| All | -45.6% | -67.7% | +22.0% | -36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling