+668.7%
BX vs PEGA
+170.9%
+497.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.2% | -1.5% | -2.9% |
| 7D | -5.7% | -6.1% | +0.5% | -3.6% |
| 30D | -8.9% | +6.4% | -15.3% | -11.0% |
| 3M | +8.4% | +2.9% | +5.5% | +5.9% |
| 6M | +18.9% | -23.8% | +42.8% | +28.3% |
| YTD | -13.6% | -41.1% | +27.4% | +0.7% |
| 1Y | -22.4% | -38.2% | +15.8% | -11.8% |
| 3Y | +26.0% | +49.8% | -23.8% | -6.3% |
| 5Y | +18.8% | -48.0% | +66.8% | +30.1% |
| 10Y | +668.7% | +173.1% | +495.6% | +422.2% |
| All | +668.7% | +170.9% | +497.9% | +422.2% |
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 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