+351.3%
DAL vs PEGA
+1,534.0%
-1,182.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.1% |
| 7D | +0.1% | +3.3% | -3.2% | -0.9% |
| 30D | -13.9% | +17.7% | -31.7% | -18.5% |
| 3M | +1.1% | +5.8% | -4.7% | -2.1% |
| 6M | +26.2% | -20.3% | +46.5% | +32.4% |
| YTD | +16.4% | -37.1% | +53.6% | +29.9% |
| 1Y | +33.9% | -30.2% | +64.1% | +43.0% |
| 3Y | +93.4% | +48.1% | +45.3% | +51.9% |
| 5Y | +106.4% | -46.8% | +153.1% | +113.2% |
| 10Y | +143.0% | +191.3% | -48.4% | +35.1% |
| All | +351.3% | +1,534.0% | -1,182.7% | -7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling