+368.4%
DAR vs PEGA
+180.6%
+187.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -2.1% |
| 7D | +0.9% | -5.3% | +6.2% | +2.0% |
| 30D | +6.4% | +8.3% | -1.9% | +4.3% |
| 3M | +13.2% | +8.9% | +4.3% | +9.9% |
| 6M | +26.2% | -19.7% | +45.9% | +30.1% |
| YTD | +84.4% | -39.9% | +124.3% | +101.1% |
| 1Y | +112.0% | -36.4% | +148.4% | +126.5% |
| 3Y | +13.4% | +52.8% | -39.4% | -10.6% |
| 5Y | -6.0% | -45.7% | +39.7% | +0.5% |
| All | +368.4% | +180.6% | +187.8% | +220.5% |
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