+65.9%
BLK vs PEGA
+54.2%
+11.6%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.2% | +1.4% |
| 7D | -3.3% | -3.0% | -0.3% | -2.9% |
| 30D | -6.5% | +15.9% | -22.4% | -8.4% |
| 3M | +6.7% | +10.8% | -4.1% | +4.8% |
| 6M | +14.7% | -16.5% | +31.2% | +16.8% |
| YTD | +2.5% | -39.0% | +41.6% | +8.8% |
| 1Y | -2.8% | -37.3% | +34.5% | +2.4% |
| 3Y | +65.9% | +59.2% | +6.7% | +46.2% |
| All | +65.9% | +54.2% | +11.6% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling