+1,827.0%
BDX vs PEGA
+1,170.0%
+657.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.7% |
| 7D | -3.2% | -3.0% | -0.2% | -3.0% |
| 30D | -2.5% | +15.9% | -18.4% | -3.6% |
| 3M | +21.4% | +10.8% | +10.6% | +20.3% |
| 6M | +10.4% | -16.5% | +26.9% | +11.4% |
| YTD | +18.8% | -39.0% | +57.9% | +22.2% |
| 1Y | +21.7% | -37.3% | +59.0% | +24.6% |
| 3Y | -10.0% | +59.2% | -69.1% | -15.3% |
| 5Y | -1.8% | -44.9% | +43.1% | -2.2% |
| 10Y | +58.8% | +182.6% | -123.8% | +39.8% |
| All | +1,827.0% | +1,170.0% | +657.0% | +1,139.1% |
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