+14.6%
DAR vs PEGA
+48.1%
-33.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.2% | +7.1% | +3.4% |
| 7D | -0.9% | -2.4% | +1.5% | -0.7% |
| 30D | +13.0% | +9.6% | +3.3% | +11.8% |
| 3M | +15.0% | +2.3% | +12.7% | +14.4% |
| 6M | +26.8% | -23.9% | +50.7% | +30.5% |
| YTD | +86.4% | -39.8% | +126.2% | +97.5% |
| 1Y | +115.1% | -37.4% | +152.5% | +125.3% |
| 3Y | +14.6% | +53.1% | -38.5% | -11.6% |
| All | +14.6% | +48.1% | -33.4% | -11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling