+24.9%
BDX vs PEGA
-45.8%
+70.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | +2.5% | -8.6% | +11.2% | +3.2% |
| 30D | +13.6% | -10.1% | +23.7% | +14.4% |
| 3M | +18.9% | -4.7% | +23.7% | +19.2% |
| 6M | +51.8% | -8.0% | +59.8% | +52.1% |
| YTD | +43.3% | -47.1% | +90.5% | +48.4% |
| 1Y | +48.0% | -47.5% | +95.4% | +53.1% |
| 3Y | +23.7% | +40.2% | -16.6% | +16.3% |
| 5Y | +24.9% | -45.7% | +70.6% | +15.5% |
| All | +24.9% | -45.8% | +70.7% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling