+2,262.4%
BDX vs PEGA
+1,037.5%
+1,224.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.7% |
| 3M | +20.5% | -2.8% | +23.4% | +20.6% |
| 6M | +53.2% | -0.4% | +53.6% | +52.7% |
| YTD | +45.7% | -45.4% | +91.1% | +50.9% |
| 1Y | +47.3% | -42.6% | +89.9% | +51.9% |
| 3Y | +25.1% | +45.4% | -20.4% | +18.4% |
| 5Y | +27.4% | -44.6% | +72.0% | +26.8% |
| 10Y | +95.4% | +91.2% | +4.2% | +76.5% |
| All | +2,262.4% | +1,037.5% | +1,224.9% | +1,430.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling