+13,071.1%
BLK vs PEGA
+1,956.6%
+11,114.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.3% | -1.3% |
| 7D | -2.4% | -2.4% | 0.0% | -2.1% |
| 30D | -3.1% | +9.6% | -12.7% | -4.5% |
| 3M | +10.7% | +2.3% | +8.3% | +9.6% |
| 6M | +15.9% | -23.9% | +39.8% | +19.3% |
| YTD | +4.0% | -39.8% | +43.8% | +10.1% |
| 1Y | +1.3% | -37.4% | +38.7% | +6.2% |
| 3Y | +69.6% | +53.1% | +16.4% | +51.9% |
| 5Y | +33.8% | -47.2% | +81.0% | +34.9% |
| 10Y | +276.2% | +174.3% | +101.8% | +208.8% |
| All | +13,071.1% | +1,956.6% | +11,114.5% | +8,391.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling