-35.7%
PEGA vs BBAI
-70.8%
+35.1%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.1% | -0.9% |
| 7D | +3.3% | -4.3% | +7.6% | +3.5% |
| 30D | +17.7% | -3.6% | +21.4% | +17.9% |
| 3M | +5.8% | -38.8% | +44.6% | +7.7% |
| 6M | -20.3% | -23.8% | +3.5% | -19.7% |
| YTD | -37.1% | -45.9% | +8.8% | -35.9% |
| 1Y | -30.2% | -40.8% | +10.6% | -29.5% |
| 3Y | +48.1% | +69.8% | -21.7% | +40.8% |
| 5Y | -46.8% | -70.3% | +23.5% | -51.1% |
| All | -35.7% | -70.8% | +35.1% | -41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling