-1.4%
BDX vs PEGA
-48.2%
+46.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.1% | +1.1% |
| 7D | -3.6% | -6.1% | +2.6% | -3.1% |
| 30D | +0.7% | +6.4% | -5.7% | +0.2% |
| 3M | +19.0% | +2.9% | +16.0% | +18.4% |
| 6M | +10.8% | -23.8% | +34.6% | +12.2% |
| YTD | +20.1% | -41.1% | +61.2% | +23.6% |
| 1Y | +23.1% | -38.2% | +61.3% | +25.9% |
| 3Y | -8.8% | +49.8% | -58.7% | -14.8% |
| 5Y | -1.4% | -48.0% | +46.6% | -4.5% |
| All | -1.4% | -48.2% | +46.8% | -4.5% |
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