+18.8%
BX vs PEGA
-48.2%
+67.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.2% | -1.5% | -3.0% |
| 7D | -5.7% | -6.1% | +0.5% | -3.8% |
| 30D | -8.9% | +6.4% | -15.3% | -10.7% |
| 3M | +8.4% | +2.9% | +5.5% | +6.3% |
| 6M | +18.9% | -23.8% | +42.8% | +27.2% |
| YTD | -13.6% | -41.1% | +27.4% | -1.1% |
| 1Y | -22.4% | -38.2% | +15.8% | -13.1% |
| 3Y | +26.0% | +49.8% | -23.8% | -2.3% |
| 5Y | +18.8% | -48.0% | +66.8% | +47.7% |
| All | +18.8% | -48.2% | +67.0% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling