+60.6%
DAR vs PEGA
-44.4%
+105.1%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -5.7% | -2.9% | -2.8% | -5.9% |
| 30D | -16.6% | -0.5% | -16.1% | -16.5% |
| 3M | -13.1% | +8.5% | -21.5% | -12.4% |
| 6M | -18.8% | -6.3% | -12.5% | -18.3% |
| YTD | +45.3% | -42.2% | +87.5% | +42.1% |
| 1Y | +60.6% | -43.4% | +104.1% | +63.3% |
| All | +60.6% | -44.4% | +105.1% | +63.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling