+128.1%
DAL vs PEGA
+99.2%
+29.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.9% | +9.2% | +6.4% |
| 7D | +10.0% | -10.0% | +20.0% | +13.3% |
| 30D | +12.0% | -12.7% | +24.7% | +16.2% |
| 3M | +0.8% | -4.6% | +5.4% | +1.3% |
| 6M | +26.2% | -13.1% | +39.3% | +28.8% |
| YTD | +33.7% | -47.6% | +81.3% | +55.9% |
| 1Y | +57.6% | -47.0% | +104.6% | +82.7% |
| 3Y | +183.5% | +42.0% | +141.5% | +123.9% |
| 5Y | +114.2% | -47.8% | +162.0% | +130.3% |
| 10Y | +128.1% | +92.0% | +36.1% | +53.9% |
| All | +128.1% | +99.2% | +29.0% | +53.9% |
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