+33.9%
DAL vs PEGA
-30.0%
+63.9%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.9% |
| 7D | +0.1% | +3.3% | -3.2% | -0.2% |
| 30D | -13.9% | +17.7% | -31.7% | -15.5% |
| 3M | +1.1% | +5.8% | -4.7% | +0.2% |
| 6M | +26.2% | -20.3% | +46.5% | +28.6% |
| YTD | +16.4% | -37.1% | +53.6% | +19.9% |
| 1Y | +33.9% | -30.2% | +64.1% | +33.5% |
| All | +33.9% | -30.0% | +63.9% | +33.5% |
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