-45.4%
PEGA vs BBAI
-76.7%
+31.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.3% | +6.6% | +1.5% |
| 7D | -8.2% | -8.3% | +0.1% | -8.0% |
| 30D | -11.6% | -2.9% | -8.6% | -11.6% |
| 3M | -4.2% | -28.2% | +24.0% | -3.1% |
| 6M | -12.0% | -44.5% | +32.5% | -10.2% |
| YTD | -46.9% | -57.0% | +10.1% | -45.5% |
| 1Y | -47.0% | -59.4% | +12.4% | -45.6% |
| 3Y | +40.9% | +48.7% | -7.8% | +34.8% |
| 5Y | -45.4% | -76.8% | +31.4% | -49.1% |
| All | -45.4% | -76.7% | +31.3% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling