+81.5%
BSX vs PEGA
+180.6%
-99.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.0% | -6.1% | -4.5% |
| 7D | -8.2% | -5.3% | -2.9% | -7.2% |
| 30D | -15.8% | +8.3% | -24.1% | -17.3% |
| 3M | -10.8% | +8.9% | -19.8% | -13.0% |
| 6M | -38.4% | -19.7% | -18.7% | -36.4% |
| YTD | -54.8% | -39.9% | -14.9% | -50.7% |
| 1Y | -59.0% | -36.4% | -22.7% | -56.1% |
| 3Y | -20.0% | +52.8% | -72.8% | -34.3% |
| 5Y | -3.1% | -45.7% | +42.6% | +6.2% |
| All | +81.5% | +180.6% | -99.1% | +23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling