+866.0%
BX vs PEGA
+1,193.9%
-328.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -2.8% | -8.6% | +5.8% | +0.1% |
| 30D | +7.3% | -10.1% | +17.4% | +11.1% |
| 3M | -16.3% | -4.7% | -11.6% | -15.3% |
| 6M | +2.5% | -8.0% | +10.5% | +3.5% |
| YTD | -17.6% | -47.1% | +29.6% | -1.4% |
| 1Y | -12.4% | -47.5% | +35.1% | +4.8% |
| 3Y | +36.2% | +40.2% | -4.1% | +7.1% |
| 5Y | +3.0% | -45.7% | +48.7% | +6.4% |
| 10Y | +680.0% | +85.1% | +594.9% | +419.2% |
| All | +866.0% | +1,193.9% | -328.0% | +147.7% |
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 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