+121.4%
DAL vs PEGA
+94.5%
+26.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.8% |
| 7D | +2.3% | -8.6% | +11.0% | +4.9% |
| 30D | +14.3% | -10.1% | +24.4% | +17.6% |
| 3M | +1.3% | -4.7% | +6.0% | +1.8% |
| 6M | +29.3% | -8.0% | +37.2% | +29.8% |
| YTD | +33.0% | -47.1% | +80.1% | +54.7% |
| 1Y | +59.8% | -47.5% | +107.3% | +85.9% |
| 3Y | +177.2% | +40.2% | +136.9% | +119.9% |
| 5Y | +118.4% | -45.7% | +164.1% | +131.3% |
| 10Y | +121.4% | +85.1% | +36.4% | +47.5% |
| All | +121.4% | +94.5% | +26.9% | +47.5% |
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 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