+37.4%
BX vs PEGA
+41.6%
-4.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -2.8% | -8.6% | +5.8% | -0.7% |
| 30D | +7.3% | -10.1% | +17.4% | +10.1% |
| 3M | -16.3% | -4.7% | -11.6% | -15.5% |
| 6M | +2.5% | -8.0% | +10.5% | +3.5% |
| YTD | -17.6% | -47.1% | +29.6% | -6.0% |
| 1Y | -12.4% | -47.5% | +35.1% | 0.0% |
| All | +37.4% | +41.6% | -4.2% | +20.7% |
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