+279.5%
DAR vs PEGA
+92.7%
+186.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.1% |
| 7D | -3.8% | -8.2% | +4.4% | -2.1% |
| 30D | -14.4% | -11.6% | -2.9% | -12.5% |
| 3M | -17.9% | -4.2% | -13.8% | -17.9% |
| 6M | -18.3% | -12.0% | -6.3% | -17.6% |
| YTD | +43.2% | -46.9% | +90.2% | +59.8% |
| 1Y | +57.7% | -47.0% | +104.7% | +75.7% |
| 3Y | +22.7% | +40.9% | -18.1% | -2.6% |
| 5Y | -34.0% | -45.4% | +11.3% | -31.2% |
| 10Y | +279.5% | +95.9% | +183.6% | +168.7% |
| All | +279.5% | +92.7% | +186.8% | +168.7% |
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