+125.6%
DAL vs PEGA
+92.7%
+32.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.8% | +0.1% |
| 7D | +10.7% | -8.2% | +18.9% | +13.3% |
| 30D | +12.5% | -11.6% | +24.1% | +16.3% |
| 3M | +3.6% | -4.2% | +7.8% | +4.0% |
| 6M | +26.7% | -12.0% | +38.7% | +28.9% |
| YTD | +34.3% | -46.9% | +81.2% | +56.0% |
| 1Y | +59.1% | -47.0% | +106.1% | +84.6% |
| 3Y | +179.9% | +40.9% | +139.0% | +121.8% |
| 5Y | +119.1% | -45.4% | +164.5% | +131.5% |
| 10Y | +125.6% | +95.9% | +29.7% | +50.4% |
| All | +125.6% | +92.7% | +32.9% | +50.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling