+47.3%
BDX vs PEGA
-44.6%
+91.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.0% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | +15.4% | -4.1% | +19.6% | +15.8% |
| 3M | +20.5% | -2.8% | +23.4% | +20.8% |
| 6M | +53.2% | -0.4% | +53.6% | +52.1% |
| YTD | +45.7% | -45.4% | +91.1% | +46.7% |
| 1Y | +47.3% | -42.6% | +89.9% | +47.8% |
| All | +47.3% | -44.6% | +91.8% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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