+168.1%
DAL vs PEGA
+48.6%
+119.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -3.9% |
| 7D | +4.6% | -1.6% | +6.1% | +4.9% |
| 30D | +2.3% | -3.0% | +5.3% | +2.9% |
| 3M | -8.1% | +5.8% | -13.9% | -9.6% |
| 6M | +21.4% | -8.8% | +30.2% | +22.4% |
| YTD | +24.3% | -43.5% | +67.8% | +37.9% |
| 1Y | +47.4% | -43.4% | +90.8% | +63.1% |
| All | +168.1% | +48.6% | +119.5% | +133.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling