+122.8%
DAL vs PEGA
+101.4%
+21.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.5% | +5.6% | +3.1% |
| 7D | +8.8% | -4.5% | +13.3% | +10.2% |
| 30D | +5.4% | -5.7% | +11.1% | +7.0% |
| 3M | -4.9% | +2.6% | -7.5% | -6.4% |
| 6M | +19.8% | -10.6% | +30.4% | +21.5% |
| YTD | +27.0% | -45.5% | +72.5% | +46.6% |
| 1Y | +52.5% | -44.8% | +97.2% | +74.9% |
| 3Y | +173.8% | +45.5% | +128.3% | +115.1% |
| 5Y | +104.5% | -45.3% | +149.9% | +116.9% |
| All | +122.8% | +101.4% | +21.4% | +49.1% |
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