-24.6%
BX vs PEGA
-38.4%
+13.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.2% | -1.5% | -3.2% |
| 7D | -5.7% | -6.1% | +0.5% | -4.4% |
| 30D | -8.9% | +6.4% | -15.3% | -10.2% |
| 3M | +8.4% | +2.9% | +5.5% | +7.1% |
| 6M | +18.9% | -23.8% | +42.8% | +24.3% |
| YTD | -13.6% | -41.1% | +27.4% | -7.0% |
| All | -24.6% | -38.4% | +13.7% | -21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling