+851.5%
BX vs PEGA
+1,236.8%
-385.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.0% |
| 7D | +0.6% | +0.1% | +0.5% | +0.4% |
| 30D | +14.2% | -4.1% | +18.4% | +15.7% |
| 3M | -18.7% | -2.8% | -15.9% | -18.3% |
| 6M | +2.5% | -0.4% | +2.9% | +0.8% |
| YTD | -18.8% | -45.4% | +26.6% | -4.0% |
| 1Y | -10.3% | -42.6% | +32.3% | +4.1% |
| 3Y | +35.4% | +45.4% | -10.0% | +5.2% |
| 5Y | +0.3% | -44.6% | +44.9% | +2.8% |
| 10Y | +668.4% | +91.2% | +577.2% | +405.7% |
| All | +851.5% | +1,236.8% | -385.2% | +141.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling