+314.4%
DAR vs PEGA
+97.3%
+217.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.9% |
| 7D | +11.6% | +0.1% | +11.5% | +11.5% |
| 30D | -10.2% | -4.1% | -6.1% | -9.7% |
| 3M | -14.8% | -2.8% | -12.0% | -15.0% |
| 6M | -10.1% | -0.4% | -9.6% | -11.7% |
| YTD | +55.5% | -45.4% | +100.9% | +72.5% |
| 1Y | +61.7% | -42.6% | +104.3% | +76.8% |
| 3Y | +37.2% | +45.4% | -8.2% | +8.0% |
| 5Y | -26.9% | -44.6% | +17.7% | -23.7% |
| All | +314.4% | +97.3% | +217.1% | +185.4% |
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 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