+53.1%
PEGA vs BBAI
+79.7%
-26.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | -2.4% | -1.0% | -1.4% | -2.3% |
| 30D | +9.6% | -10.7% | +20.3% | +11.0% |
| 3M | +2.3% | -32.3% | +34.6% | +6.5% |
| 6M | -23.9% | -31.3% | +7.4% | -21.4% |
| YTD | -39.8% | -45.9% | +6.2% | -36.5% |
| 1Y | -37.4% | -40.0% | +2.6% | -35.9% |
| 3Y | +53.1% | +72.8% | -19.6% | +11.2% |
| All | +53.1% | +79.7% | -26.6% | +11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling